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