Point process of clusters for a stationary Gaussian random field on a lattice

• Autorzy: Lu Yingyin , Guo Jinhui

Identyfikatory

DOI

10.37190/0208-4147.00145

• Języki publikacji: EN

Abstrakty

EN

It is well established that the normalized exceedances resulting from a standard stationary Gaussian triangular array at high levels follow a Poisson process under the Berman condition. To model frequent cluster phenomena, we consider the asymptotic distribution of the point process of clusters for a Gaussian random field on a lattice. Our analysis demonstrates that the point process of clusters also converges to a Poisson process in distribution, provided that the correlations of the Gaussian random field meet certain conditions. Additionally, we provide a numerical example to illustrate our theoretical results.

Słowa kluczowe

EN

point process of clusters; Gaussian random field; lattice; asymptotic behavior

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2023
• Tom: Vol. 43, Fasc. 2
• Strony: 247--262
• Opis fizyczny: Bibliogr. 24 poz.

Twórcy

autor

Lu Yingyin

• School of Science, Southwest Petroleum University, Chengdu, 610500, P.R. China

autor

Guo Jinhui

• School of Statistics, Southwestern University of Finance and Economics, Chengdu, 611130, P.R. China

Bibliografia

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