Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
Publikation: Working paper › Forskning
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Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure. / Rønn-Nielsen, Anders; Jensen, Eva B. Vedel.
Aarhus University, 2016.Publikation: Working paper › Forskning
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TY - UNPB
T1 - Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
AU - Rønn-Nielsen, Anders
AU - Jensen, Eva B. Vedel
PY - 2016/8
Y1 - 2016/8
N2 - We consider a continuous, infinitely divisible random field in Rd , d = 1, 2, 3, given as an integral of a kernel function with respect to a Lévy basis with convolution equivalent Lévy measure. For a large class of such random fields we compute the asymptotic probability that the excursion set at level x contains some rotation of an object with fixed radius as x → ∞. Our main result is that the asymptotic probability is equivalent to the right tail of the underlying Lévy measure
AB - We consider a continuous, infinitely divisible random field in Rd , d = 1, 2, 3, given as an integral of a kernel function with respect to a Lévy basis with convolution equivalent Lévy measure. For a large class of such random fields we compute the asymptotic probability that the excursion set at level x contains some rotation of an object with fixed radius as x → ∞. Our main result is that the asymptotic probability is equivalent to the right tail of the underlying Lévy measure
M3 - Working paper
T3 - CSGB Research Reports
BT - Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
PB - Aarhus University
ER -
ID: 164348040