Strong mixing properties of max-infinitely divisible random fields

Clément Dombry and Frédéric Eyi-Minko

Stochastic Processes and their Applications, 2012, vol. 122, issue 11, 3790-3811

Abstract: Let η=(η(t))t∈T be a sample continuous max-infinitely random field on a locally compact metric space T. For a closed subset S⊂T, we denote by ηS the restriction of η to S. We consider β(S1,S2), the absolute regularity coefficient between ηS1 and ηS2, where S1,S2 are two disjoint closed subsets of T. Our main result is a simple upper bound for β(S1,S2) involving the exponent measure μ of η: we prove that β(S1,S2)≤2∫P[η≮S1f,η≮S2f]μ(df), where f≮Sg means that there exists s∈S such that f(s)≥g(s).

Keywords: Absolute regularity coefficient; Max-infinitely divisible random field; Max-stable random field; Central limit theorem for weakly dependent random field (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (10)

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DOI: 10.1016/j.spa.2012.06.013

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