Extremes of Gaussian random fields with regularly varying dependence structure

Let be a centered Gaussian random field with variance function sigma (2)(ai...) that attains its maximum at the unique point , and let . For a compact subset of a"e, the current literature explains the asymptotic tail behaviour of under some regularity conditions including that 1 - sigma(t) has a polynomial decrease to 0 as t -> t (0). In this contribution we consider more general case that 1 - sigma(t) is regularly varying at t (0). We extend our analysis to Gaussian random fields defined on some compact set , deriving the exact tail asymptotics of for the class of Gaussian random fields with variance and correlation functions being regularly varying at t (0). A crucial novel element is the analysis of families of Gaussian random fields that do not possess locally additive dependence structures, which leads to qualitatively new types of asymptotics

Exact asymptotics of component-wise extrema of two-dimensional Brownian motion

We derive the exact asymptotics of ${\mathbb {P} \left \{ \underset {t\ge 0}{\sup } \left (X_{1}(t) - \mu _{1} t\right )> u, \ \underset {s\ge 0}{\sup } \left (X_{2}(s) - \mu _{2} s\right )> u \right \} },\ \ u\to \infty ,$ where (X1(t), X2(s))t, s≥ 0 is a correlated two-dimensional Brownian motion with correlation ρ ∈ [− 1,1] and μ1, μ2 > 0. It appears that the play between ρ and μ1, μ2 leads to several types of asymptotics. Although the exponent in the asymptotics as a function of ρ is continuous, one can observe different types of prefactor functions depending on the range of ρ, which constitute a phase-type transition phenomena

On the Nonlinear Stability and the Existence of Selective Decay States of 3D Quasi-Geostrophic Potential Vorticity Equation

In this article, we study the dynamics of large-scale motion in atmosphere and ocean governed by the 3D quasi-geostrophic potential vorticity (QGPV) equation with a constant stratification. It is shown that for a Kolmogorov forcing on the first energy shell, there exist a family of exact solutions that are dissipative Rossby waves. The nonlinear stability of these exact solutions are analyzed based on the assumptions on the growth rate of the forcing. In the absence of forcing, we show the existence of selective decay states for the 3D QGPV equation. The selective decay states are the 3D Rossby waves traveling horizontally at a constant speed. All these results can be regarded as the expansion of that of the 2D QGPV system and in the case of 3D QGPV system with isotropic viscosity. Finally, we present a geometric foundation for the model as a general equation for nonequilibrium reversible-irreversible coupling