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Stationary Symmetric <Emphasis Type="Italic">α</Emphasis>-Stable Discrete Parameter Random Fields
Authors:Parthanil Roy  Gennady Samorodnitsky
Institution:(1) School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY 14853, USA
Abstract:We establish a connection between the structure of a stationary symmetric α-stable random field (0<α<2) and ergodic theory of non-singular group actions, elaborating on a previous work by Rosiński (Ann. Probab. 28:1797–1813, 2000). With the help of this connection, we study the extreme values of the field over increasing boxes. Depending on the ergodic theoretical and group theoretical structures of the underlying action, we observe different kinds of asymptotic behavior of this sequence of extreme values. Supported in part by NSF grant DMS-0303493, NSA grant MSPF-05G-049 and NSF training grant “Graduate and Postdoctoral Training in Probability and Its Applications” at Cornell University.
Keywords:60G60  37A40
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