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- W2296142653 abstract "Abstract We consider a continuous, infinitely divisible random field in R d 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." @default.
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- W2296142653 date "2016-03-01" @default.
- W2296142653 modified "2023-10-18" @default.
- W2296142653 title "Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure" @default.
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- W2296142653 doi "https://doi.org/10.1017/jpr.2015.22" @default.
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