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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2022, Number 5, Pages 9–17
(Mi vmumm4490)
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Mathematics
Extremes of homogeneous two-parametric Gaussian fields at discretization of parameters
I. A. Kozik Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
Gaussian homogeneous fields on two-dimensional Euclidean space are considered, whose correlation functions behave at zero in a power-law manner along each of the coordinates. Exact asymptotics are evaluated for the exceedances probabilities above infinitely growing levels on lattices with different densities along each coordinates and with infinitely decreased lattice density. Relations between the evaluated asymptotic behavior and corresponding ones in continuous time at various rates of lattice densities are discussed.
Key words:
two-dimensional Gaussian fields, high excursions of trajectories, discrete time, continuous time.
Received: 07.04.2021
Citation:
I. A. Kozik, “Extremes of homogeneous two-parametric Gaussian fields at discretization of parameters”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2022, no. 5, 9–17; Moscow University Mathematics Bulletin, 77:5 (2022), 217–226
Linking options:
https://www.mathnet.ru/eng/vmumm4490 https://www.mathnet.ru/eng/vmumm/y2022/i5/p9
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