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SCRA 2006-FIM XIII-Thirteenth International Conference of the Forum for Interdisciplinary Mathematics on Interdisciplinary Mathematical and Statistical Techniques
September 1-4, 2006
New University of Lisbon-Tomar Polytechnic Institute
Lisbon-Tomar, Portugal

Organizers
Sat Gupta, Carlos Coelho and Satya Mishra

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Point processes of exceedances by random fields
by
Helena Ferreira
University of Beira Interior
Coauthors: Luisa Pereira

Random fields on Z+d, with long range weak dependence for each coordinate at a time, usually present clustering of high values based on Poisson distributions for positions of the clusters. The asymptotic theory for point processes of exceedances of high levels is developed.
Under smooth oscillation conditions, we compute the clustering measure extremal index and the limiting distribution of the cluster sizes of exceedances.

Date received: July 13, 2006

Copyright © 2006 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cath-62.