Article contents
Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
Part of:
Stochastic processes
Distribution theory - Probability
Geometric probability and stochastic geometry
Published online by Cambridge University Press: 15 September 2017
Abstract
We consider a continuous, infinitely divisible random field in ℝd, d = 1, 2, 3, given as an integral of a kernel function with respect to a Lévy basis with convolution equivalent Lévy measure. For a large class of such random fields, we compute the asymptotic probability that the excursion set at level x contains some rotation of an object with fixed radius as x → ∞. Our main result is that the asymptotic probability is equivalent to the right tail of the underlying Lévy measure.
MSC classification
Primary:
60G60: Random fields
- Type
- Research Papers
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- Copyright
- Copyright © Applied Probability Trust 2017
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