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Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

Publikation: Working paperForskning



We consider a continuous, infinitely divisible random field in Rd 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 supremum of the field exceeds the level x as x→∞. Our main result is that the asymptotic probability is equivalent to the right tail of the underlying Lévy measure.
UdgiverCentre for Stochastic Geometry and advanced Bioimaging, Aarhus University
Antal sider26
StatusUdgivet - 2014
SerietitelCSGB Research Reports

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