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Regularly varying random fields and analyses of extremal clusters
2020
The notion of regular variation is a common way to model the extreme events. While many researches have been conducted to study the regularly varying time series, its higher dimensional extension has not been well studied. In this work, we first study the extremes of multivariate regularly varying random fields using the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers (2009). We discuss several properties and the limit theorems for the
doi:10.7298/d25h-e871
fatcat:fpwgpf2do5aqtdmv3ymfdquv6m