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On Extremal Index of Max-Stable Random Fields
Lithuanian Mathematical Journal ( IF 0.4 ) Pub Date : 2021-04-27 , DOI: 10.1007/s10986-021-09519-8 Enkelejd Hashorva
中文翻译:
最大稳定随机场的极值指标
更新日期:2021-04-28
Lithuanian Mathematical Journal ( IF 0.4 ) Pub Date : 2021-04-27 , DOI: 10.1007/s10986-021-09519-8 Enkelejd Hashorva
For a given stationary max-stable random field X(t), t ∈ ℤd, the corresponding generalized Pickands constant coincideswith the classical extremal index θX ∈ [0, 1]. In this contribution,we discuss necessary and sufficient conditions for θX to be 0, positive, or equal to 1 and also show that θX is equal to the so-called block extremal index. Further, we consider some general functional indices of X and prove that for a large class of functionals they coincide with θX.
中文翻译:
最大稳定随机场的极值指标
对于给定的固定的最大稳定随机场X(吨),吨∈ℤ d,相应的广义Pickands恒定coincideswith经典极值指标θ X ∈[0 , 1]。在此贡献中,我们讨论的充分必要条件为θ X为0,正,或等于1,并且还表明,θ X是等于所谓的块极值指标。此外,我们考虑的一些基本功能指标X和证明一大类函,他们用一致的θ X。