A Note on the Extremal Index for Space–time Processes

نویسنده

  • K. F. TURKMAN
چکیده

Let {X(s, t), s = (s1, s2) ∈ R2, t ∈ R} be a stationary random field defined over a discrete lattice. In this paper, we consider a set of domain of attraction criteria giving the notion of extremal index for random fields. Together with the extremal-types theorem given by Leadbetter and Rootzen (1997), this will give a characterization of the limiting distribution of the maximum of such random fields.

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تاریخ انتشار 2006