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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2007 Volume 52, Issue 2, Pages 363–366 (Mi tvp179)

Short Communications

xtremes of shot-noise fields in the presence of regularly varying tails with index $\alpha\in(0,1)$

A. V. Lebedev

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: The paper considers shot-noise fields with regularly varying tail amplitudes with index $\alpha\in(0,1)$. The asymptotic behavior of the supreme of the field over bounded measurable regions growing in the van Hove sense is investigated. The nondegenerate limit law, which was obtained earlier by the author, will be deduced under other assumptions.

Keywords: shot-noise field, extreme, regularly varying tail, nondegenerate limit law, linear normalization.

Received: 20.01.2005

DOI: 10.4213/tvp179


 English version:
Theory of Probability and its Applications, 2008, 52:2, 350–353

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