Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
Research output: Working paper
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
Original language | English |
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Publisher | Aarhus University |
Number of pages | 21 |
Publication status | Published - Aug 2016 |
Series | CSGB Research Reports |
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Number | 11 |
Volume | 2016 |
Links
- http://data.math.au.dk/publications/csgb/2016/math-csgb-2016-11.pdf
Final published version
ID: 164348040