On the extremal behavior of a nonstationary normal random field |
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Authors: | Luí sa Pereira |
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Affiliation: | University of Beira Interior, Department of Mathematics, Portugal |
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Abstract: | Let X={Xn}n?1 be a nonstationary random field satisfying a long range weak dependence for each coordinate at a time and a local dependence condition that avoids clustering of exceedances of high values. For these random fields, the probability of no exceedances of high values can be approximated by exp(−τ), where τ is the limiting mean number of exceedances. We present a class of nonstationary normal random fields for which this result can be applied. |
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Keywords: | Random field Dependence conditions Nonstationarity Normal random field |
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