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Short Communications
xtremes of shot-noise fields in the presence of regularly varying tails with index $\alpha\in(0,1)$
A. V. Lebedev M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
The paper considers shot-noise fields with regularly varying tail amplitudes with index $\alpha\in(0,1)$. The asymptotic behavior of the supreme of the field over bounded measurable regions growing in the van Hove sense is investigated. The nondegenerate limit law, which was obtained earlier by the author, will be deduced under other assumptions.
Keywords:
shot-noise field, extreme, regularly varying tail, nondegenerate limit law, linear normalization.
Received: 20.01.2005
Citation:
A. V. Lebedev, “xtremes of shot-noise fields in the presence of regularly varying tails with index $\alpha\in(0,1)$”, Teor. Veroyatnost. i Primenen., 52:2 (2007), 363–366; Theory Probab. Appl., 52:2 (2008), 350–353
Linking options:
https://www.mathnet.ru/eng/tvp179https://doi.org/10.4213/tvp179 https://www.mathnet.ru/eng/tvp/v52/i2/p363
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