### Abstrakt

We consider a space-time random field on R* ^{d}* × R given as an integral of
a kernel function with respect to a Lévy basis with a convolution equivalent
Lévy measure. The field obeys causality in time and is thereby not continuous along
the time-axis. For a large class of such random fields we study the tail
behaviour of certain functionals of the field. It turns out that the tail is
asymptotically equivalent to the right tail of the underlying Lévy measure.
Particular examples are the asymptotic probability that there is a time-point
and a rotation of a spatial object with fixed radius, in which the field
exceeds the level

*x*, and that there is a time-interval and a rotation of a spatial object with fixed radius, in which the average of the field exceeds the level

*x*.

Originalsprog | Engelsk |
---|---|

Udgivelses sted | Aarhus |

Udgiver | Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University |

Antal sider | 34 |

Status | Udgivet - 2019 |

Navn | CSGB Research Reports |
---|---|

Nummer | 9 |

### Emneord

- Convolution equivalence
- Infinite divisibility
- Lévy-based modelling
- Asymptotic equivalence
- Sample paths for random fields

## Citationsformater

*Tail Asymptotics of an Infinitely Divisible Space-Time Model with Convolution Equivalent Lévy Measure*. Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University. CSGB Research Reports, Nr. 9 https://data.math.au.dk/publications/csgb/2019/math-csgb-2019-09.pdf