
arXiv: 1809.04477
We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers (2009). The spatial context requires multiple notions of extremal index, and the tail and spectral fields are applied to clarify these notions and other aspects of extremal clusters. An important application of the techniques we develop is to the Brown-Resnick random fields.
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Brown-Resnick random field, Asymptotic distribution theory in statistics, tail field, extremal index, Probability (math.PR), spectral field, 60G70, 91B72 (Primary), 62E20 (Secondary), Extreme value theory; extremal stochastic processes, random field, FOS: Mathematics, Random fields, regular variation, Mathematics - Probability
Brown-Resnick random field, Asymptotic distribution theory in statistics, tail field, extremal index, Probability (math.PR), spectral field, 60G70, 91B72 (Primary), 62E20 (Secondary), Extreme value theory; extremal stochastic processes, random field, FOS: Mathematics, Random fields, regular variation, Mathematics - Probability
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