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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
The Horizon of a Random Cone Field under a Trend: One-Dimensional Distributions
V. P. Nosko M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
The horizon $\xi_T(x)$ of a random field $\zeta(x,y)$ of right circular cones on a plane is investigated. It is assumed that bases of cones are centered at points $s_n=(x_n,y_n)$, $n=1,2,\dots$, on the $(X,Y)$, constituting a Poisson point process $S$ with intensity $\lambda_0>0$ in a strip $\Pi_T=\{(x,y):-\infty<x<\infty$, $0\le y\le T\}$, while altitudes of the cones $h_1,h_2,\dots$ are of the form $h_n=h_n^\ast+f(y_n)$, $n=1,2,\dots$, where $f(y)$ is an increasing continuous function on $[0,\infty)$, $f(0)=0$, and $h_1^*,h_2^*,\dots$ is a sequence of independent identically distributed positive random variables, which are independent of the Poisson process $S$ and have a distribution function $F(h)$ with density $p(h)$.
For some choices of the distribution function $F(h)$ and the trend function $f(y)$, limiting one-dimensional distributions (as $T\to\infty$) of the process $\xi_T(x)$ are obtained.
Keywords:
random field, horizon of random field, random cone field, asymptotic distribution, extreme value theory.
Received: 12.10.1998
Citation:
V. P. Nosko, “The Horizon of a Random Cone Field under a Trend: One-Dimensional Distributions”, Teor. Veroyatnost. i Primenen., 46:4 (2001), 792–800; Theory Probab. Appl., 46:4 (2002), 736–744
Linking options:
https://www.mathnet.ru/eng/tvp3826https://doi.org/10.4213/tvp3826 https://www.mathnet.ru/eng/tvp/v46/i4/p792
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