Group-Theoretic Dimension of Stationary Symmetric α-Stable Random Fields

Arijit Chakrabarty () and Parthanil Roy ()
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Arijit Chakrabarty: Indian Statistical Institute
Parthanil Roy: Indian Statistical Institute

Journal of Theoretical Probability, 2013, vol. 26, issue 1, 240-258

Abstract: Abstract The growth rate of the partial maximum of a stationary stable process was first studied in the works of Samorodnitsky (Ann. Probab. 32:1438–1468, 2004; Adv. Appl. Probab. 36:805–823, 2004), where it was established, based on the seminal works of Rosiński (Ann. Probab. 23:1163–1187, 1995; 28:1797–1813, 2000), that the growth rate is connected to the ergodic-theoretic properties of the flow that generates the process. The results were generalized to the case of stable random fields indexed by ℤ d in Roy and Samorodnitsky (J. Theor. Probab. 21:212–233, 2008), where properties of the group of nonsingular transformations generating the stable process were studied as an attempt to understand the growth rate of the partial maximum process. This work generalizes this connection between stable random fields and group theory to the continuous parameter case, that is, to fields indexed by ℝ d .

Keywords: Random field; Stable process; Extreme value theory; Maxima; Ergodic theory; Group action; 60G60; 60G70; 60G52; 37A40 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10959-011-0371-6

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