scholarly journals Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises

2019 ◽  
Vol 24 (0) ◽  
Author(s):  
Robert C. Dalang ◽  
Thomas Humeau
Keyword(s):  
Random Field ◽  
Space Time ◽  
White Noises

scholarly journals A space-time random field model for electricity forward prices

2018 ◽  
Vol 95 ◽  
pp. 203-216 ◽  
Author(s):  
Fred Espen Benth ◽  
Florentina Paraschiv
Keyword(s):  
Random Field ◽  
Field Model ◽  
Space Time ◽  
Random Field Model ◽  
Forward Prices

scholarly journals A Note on the Extremal Index for Space-Time Processes

2006 ◽  
Vol 43 (01) ◽  
pp. 114-126
Author(s):  
K. F. Turkman
Keyword(s):  
Random Field ◽  
Random Fields ◽  
Domain Of Attraction ◽  
Extremal Index ◽  
Space Time ◽  
Limiting Distribution ◽  
Distribution Of The Maximum ◽  
Stationary Random Field

Let {X( s , t), s = (s 1, s 2) ∈ ℝ2, t ∈ ℝ} be a stationary random field defined over a discrete lattice. In this paper, we consider a set of domain of attraction criteria giving the notion of extremal index for random fields. Together with the extremal-types theorem given by Leadbetter and Rootzen (1997), this will give a characterization of the limiting distribution of the maximum of such random fields.

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