Maximal moments and uniform modulus of continuity for stable random fields

Snigdha Panigrahi, Parthanil Roy and Yimin Xiao

Stochastic Processes and their Applications, 2021, vol. 136, issue C, 92-124

Abstract: In this work, we provide sharp bounds on the rate of growth of maximal moments for stationary symmetric stable random fields when the underlying nonsingular group action (or its restriction to a suitable lower rank subgroup) has a nontrivial dissipative component. We also investigate the relationship between this rate of growth and the path regularity properties of self-similar stable random fields with stationary increments, and establish uniform modulus of continuity of such fields. In the process, a new notion of weak effective dimension is introduced for stable random fields and is connected to maximal moments and path properties.

Keywords: Random field; Stable process; Uniform modulus of continuity; Extreme value theory; Nonsingular group actions (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414921000181
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:136:y:2021:i:c:p:92-124

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2021.02.002

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().