Corpus ID: 52577657

Spatial extreme values: variational techniques and stochastic integrals

@article{Trillos2018SpatialEV,
  title={Spatial extreme values: variational techniques and stochastic integrals},
  author={Nicolas Garcia Trillos and Ryan Murray and Daniel Sanz-Alonso},
  journal={arXiv: Probability},
  year={2018}
}
  • Nicolas Garcia Trillos, Ryan Murray, Daniel Sanz-Alonso
  • Published 2018
  • Mathematics
  • arXiv: Probability
  • This work employs variational techniques to revisit and expand the construction and analysis of extreme value processes. These techniques permit a novel study of spatial statistics of the location of minimizing events. We develop integral formulas for computing statistics of spatially-biased extremal events, and show that they are analogous to stochastic integrals in the setting of standard stochastic processes. We also establish an asymptotic result in the spirit of the Fisher-Tippett-Gnedenko… CONTINUE READING
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