Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure

Publikation: Working paperForskning

  • Anders Rønn-Nielsen
  • Eva B. Vedel Jensen
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
OriginalsprogEngelsk
UdgiverAarhus University
Antal sider21
StatusUdgivet - aug. 2016
NavnCSGB Research Reports
Nummer11
Vol/bind2016

ID: 164348040