Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149131 | Journal of Statistical Planning and Inference | 2010 | 10 Pages |
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(âÏ), where Ï is the limiting mean number of exceedances. We present a class of nonstationary normal random fields for which this result can be applied.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
LuÃsa Pereira,