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

Lu Yingyin, Guo Jinhui

Probability and Mathematical Statistics

2023

Vol. 43, Fasc. 2

247--262

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.