کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1151825 958255 2013 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Some new classes of stationary max-stable random fields
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Some new classes of stationary max-stable random fields
چکیده انگلیسی

We present two new classes of stationary max-stable random fields. For the first class, we use the spectral representation due to Schlather (2002) and assume that the stationary process used in the representation is proportional to a power of a max-stable random field. We derive the finite dimensional distributions, explain the relationship between distributions of both max-stable random fields and give sufficient conditions for the sample paths to be γγ-Hölder continuous functions for some γ∈(0,1)γ∈(0,1). For the second class, we consider a multiplicative factor model and a Poisson–Voronoï tessellation of RdRd to construct new max-stable random fields. We provide explicit expressions for the pairwise distribution function.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 83, Issue 6, June 2013, Pages 1496–1503
نویسندگان
,