Strong mixing properties of max-infinitely divisible random fields
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).Download Info
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Article provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 122 (2012)
Issue (Month): 11 ()
Pages: 3790-3811
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Keywords: Absolute regularity coefficient; Max-infinitely divisible random field; Max-stable random field; Central limit theorem for weakly dependent random field;References
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