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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 43, Fasc. 2,
pages 247 - 262
DOI: 10.37190/0208-4147.00145
Published online 15.3.2024
 

Point process of clusters for a stationary Gaussian random field on a lattice

Yingyin Lu
Jinhui Guo

Abstract: It is well established that the normalized exceedances resulting from a standard stationary Gaussian triangular array at high levels follow a Poisson process under the Berman condition. To model frequent cluster phenomena, we consider the asymptotic distribution of the point process of clusters for a Gaussian random field on a lattice. Our analysis demonstrates that the point process of clusters also converges to a Poisson process in distribution, provided that the correlations of the Gaussian random field meet certain conditions. Additionally, we provide a numerical example to illustrate our theoretical results.

2010 AMS Mathematics Subject Classification: Primary 60G70; Secondary 60G15

Keywords and phrases: point process of clusters, Gaussian random field, lattice, asymptotic behavior.

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