Strong mixing properties of max-infinitely divisible random fields
Abstract
Let be a sample continuous max-infinitely random field on a locally compact metric space . For a closed subset , we note the restriction of to . We consider the absolute regularity coefficient between and , where are two disjoint closed subsets of . Our main result is a simple upper bound for involving the exponent measure of : we prove that , where means that there exists such that . If is a simple max-stable random field, the upper bound is related to the so-called extremal coefficients: for countable disjoint sets and , we obtain , where is the pair extremal coefficient. As an application, we show that these new estimates entail a central limit theorem for stationary max-infinitely divisible random fields on . In the stationary max-stable case, we derive the asymptotic normality of three simple estimators of the pair extremal coefficient.
Cite
@article{arxiv.1201.4645,
title = {Strong mixing properties of max-infinitely divisible random fields},
author = {Clément Dombry and Frédéric Eyi-Minko},
journal= {arXiv preprint arXiv:1201.4645},
year = {2012}
}
Comments
27p