xtremes of shot-noise fields in the presence of regularly varying tails with index $\alpha\in(0,1)$
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 363-366
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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.
@article{TVP_2007_52_2_a8,
author = {A. V. Lebedev},
title = {xtremes of shot-noise fields in the presence of regularly varying tails with index $\alpha\in(0,1)$},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {363--366},
year = {2007},
volume = {52},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2007_52_2_a8/}
}
TY - JOUR AU - A. V. Lebedev TI - xtremes of shot-noise fields in the presence of regularly varying tails with index $\alpha\in(0,1)$ JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2007 SP - 363 EP - 366 VL - 52 IS - 2 UR - http://geodesic.mathdoc.fr/item/TVP_2007_52_2_a8/ LA - ru ID - TVP_2007_52_2_a8 ER -
A. V. Lebedev. xtremes of shot-noise fields in the presence of regularly varying tails with index $\alpha\in(0,1)$. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 363-366. http://geodesic.mathdoc.fr/item/TVP_2007_52_2_a8/
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