Prediction of catastrophes in space over time |
| |
Authors: | Anastassia Baxevani Richard Wilson |
| |
Affiliation: | 1.Department of Mathematics and Statistics,University of Cyprus,Nicosia,Cyprus;2.School of Mathematics and Physics,The University of Queensland,St Lucia,Australia |
| |
Abstract: | Predicting rare events, such as high level up-crossings, for spatio-temporal processes plays an important role in the analysis of the occurrence and impact of potential catastrophes in, for example, environmental settings. Designing a system which predicts these events with high probability, but with few false alarms, is clearly desirable. In this paper an optimal alarm system in space over time is introduced and studied in detail. These results generalize those obtained by de Maré (Ann. Probab. 8, 841–850, 1980) and Lindgren (Ann. Probab. 8, 775–792, 1980, Ann. Probab. 13, 804–824, 1985) for stationary stochastic processes evolving in continuous time and are applied here to stationary Gaussian random fields. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|