Abstract
We consider a continuous, infinitely divisible random field in ℝ d , d = 1, 2, 3, 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 excursion set at level x contains some rotation of an object with fixed radius as x → ∞. Our main result is that the asymptotic probability is equivalent to the right tail of the underlying Lévy measure.
Original language | English |
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Journal | Journal of Applied Probability |
Volume | 54 |
Issue number | 3 |
Pages (from-to) | 833-851 |
Number of pages | 19 |
ISSN | 0021-9002 |
DOIs | |
Publication status | Published - 2017 |
Keywords
- Convolution equivalence
- Excursion set
- Infinite divisibility
- Lévy-based modelling