کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10147234 1646466 2019 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Geometric ergodicity for some space-time max-stable Markov chains
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Geometric ergodicity for some space-time max-stable Markov chains
چکیده انگلیسی
Max-stable processes are central models for spatial extremes. In this paper, we focus on some space-time max-stable models introduced in Embrechts et al. (2016). The processes considered induce discrete-time Markov chains taking values in the space of continuous functions from the unit sphere of R3 to (0,∞). We show that these Markov chains are geometrically ergodic. An interesting feature lies in the fact that the state space is not locally compact, making the classical methodology inapplicable. Instead, we use the fact that the state space is Polish and apply results presented in Hairer (2010).
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 145, February 2019, Pages 43-49
نویسندگان
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