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Article Dans Une Revue Bernoulli Année : 2018

Random tessellations associated with max-stable random fields

Résumé

With any max-stable random process $\eta$ on $\mathcal{X}=\mathbb{Z}^d$ or $\mathbb{R}^d$, we associate a random tessellation of the parameter space $\mathcal{X}$. The construction relies on the Poisson point process representation of the max-stable process $\eta$ which is seen as the pointwise maximum of a random collection of functions $\Phi=\{\phi_i, i\geq 1\}$. The tessellation is constructed as follows: two points $x,y\in \mathcal{X}$ are in the same cell if and only if there exists a function $\phi\in\Phi$ that realizes the maximum $\eta$ at both points $x$ and $y$, i.e. $\phi(x)=\eta(x)$ and $\phi(y)=\eta(y)$. We characterize the distribution of cells in terms of coverage and inclusion probabilities. Most interesting is the stationary case where the asymptotic properties of the cells are strongly related to the ergodic properties of the non-singular flow generating the max-stable process. For example, we show that: i) the cells are bounded almost surely if and only if $\eta$ is generated by a dissipative flow; ii) the cells have positive asymptotic density almost surely if and only if $\eta$ is generated by a positive flow.
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Dates et versions

hal-01073188 , version 1 (09-10-2014)
hal-01073188 , version 2 (10-10-2014)
hal-01073188 , version 3 (06-01-2016)
hal-01073188 , version 4 (19-04-2021)

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Clément Dombry, Z. Kabluchko. Random tessellations associated with max-stable random fields. Bernoulli, 2018, 24 (1), pp.30-52. ⟨hal-01073188v3⟩
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