Jakubowski, Adam and Rodionov, Igor and Soja-Kukieła, Natalia (2021) Directional phantom distribution functions for stationary random fields. Bernoulli, 27 (2). pp. 1028-1056. DOI https://doi.org/10.3150/20-bej1264
Jakubowski, Adam and Rodionov, Igor and Soja-Kukieła, Natalia (2021) Directional phantom distribution functions for stationary random fields. Bernoulli, 27 (2). pp. 1028-1056. DOI https://doi.org/10.3150/20-bej1264
Jakubowski, Adam and Rodionov, Igor and Soja-Kukieła, Natalia (2021) Directional phantom distribution functions for stationary random fields. Bernoulli, 27 (2). pp. 1028-1056. DOI https://doi.org/10.3150/20-bej1264
Abstract
We give necessary and sufficient conditions for the existence of a phantom distribution function for a stationary random field on a regular lattice. We also introduce a less demanding notion of a directional phantom distribution, with potentially broader area of applicability. Such approach leads to sectorial limit properties, a phenomenon well-known in limit theorems for random fields. An example of a stationary Gaussian random field is provided showing that the two notions do not coincide. Criteria for the existence of the corresponding notions of the extremal index and the sectorial extremal index are also given.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | extremal index, extreme value limit theory, Gaussian random fields, phantom distribution function, stationary random fields |
| Divisions: | Faculty of Science and Health Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 07 Jul 2026 13:03 |
| Last Modified: | 07 Jul 2026 13:03 |
| URI: | http://repository.essex.ac.uk/id/eprint/36204 |
Available files
Filename: 20-BEJ1264.pdf