A complete poisson convergence result for a strongly dependent isotropic gaussian random field

Authors

George Mathew, Missouri State UniversityFollow
William P. McCormick

Abstract

Let be an isotropic Gaussian random field with and correlation function where t =|t|. For the class of covariance functions r(t) having the integral representation introduced by Mittal (1976), we establish a weak convergence result for (d + 1) - dimensional point processes based on Xj is monotone for large t and is o(l)

Department(s)

Mathematics

Document Type

Article

DOI

https://doi.org/10.1080/15326349308807252

Keywords

extreme values, gaussian random fields, weak convergence, random measures, point processes

Publication Date

1993

Recommended Citation

Mathew, George, and William P. Mccormick. "A complete Poisson convergence result for a strongly dependent isotropic Gaussian random field." Stochastic Models 9, no. 1 (1993): 13-29.

Journal Title

Stochastic Models