Kybernetika 55 no. 6, 897-914, 2019

Random fields and random sampling

Sandra Dias and Maria da Graça TemidoDOI: 10.14736/kyb-2019-6-0897

Abstract:

We study the limiting distribution of the maximum value of a stationary bivariate real random field satisfying suitable weak mixing conditions. In the first part, when the double dimensions of the random samples have a geometric growing pattern, a max-semistable distribution is obtained. In the second part, considering the random field sampled at double random times, a mixture distribution is established for the limiting distribution of the maximum.

Keywords:

stationary random fields, max-semistable laws, random double sample size

Classification:

60G60, 60G70

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