English

Shift-invariant homogeneous classes of random fields

Probability 2024-05-24 v4 Applications

Abstract

Given an RdR^d-valued random field (rf) Z(t),tTZ(t),t\in T and an α\alpha-homogeneous mapping κ\kappa we define the corresponding equivalent class of rf's (denoted by KαK_\alpha) which include representers of the same tail measure νZ\nu_Z. When TT is an additive group, tractable equivalent classes of interest are the shift-invariant ones, which contain in particular all independent random shifts of ZZ. This contribution is mainly concerned with the investigation of the probabilistic properties of shift-invariant KαK_\alpha's. Important objects introduced in our setting are tail and spectral tail rf's. Further, the class of universal maps UU acting on elements of KαK_\alpha turns out to be crucial for properties of functionals of ZZ. Applications of our findings concern max-stable and symmetric α\alpha-stable rf's, their maximal indices as well as their random shift-representations.

Keywords

Cite

@article{arxiv.2111.00792,
  title  = {Shift-invariant homogeneous classes of random fields},
  author = {Enkelejd Hashorva},
  journal= {arXiv preprint arXiv:2111.00792},
  year   = {2024}
}

Comments

Published J. Mult. Analysis Applications

R2 v1 2026-06-24T07:20:33.226Z