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On the extremal behavior of a nonstationary normal random field
Authors:Luí  sa Pereira
Affiliation:University of Beira Interior, Department of Mathematics, Portugal
Abstract:Let X={Xn}n?1X={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)exp(τ), where ττ is the limiting mean number of exceedances. We present a class of nonstationary normal random fields for which this result can be applied.
Keywords:Random field   Dependence conditions   Nonstationarity   Normal random field
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