J. L. Romero, J. M. Angulo
There is an increasing interest related to risk assessment of hazard situations associated with environmental, hydrological, and other kinds of phenomena, due to their impact on health, safety or well-being of the population. These processes are usually modelled by a spatial or spatiotemporal random field. Different random indicators, based on structural characteristics of excursion sets, such as exceedance areas or excess volumes, allow an appropriate analysis of the extremal behaviour of the real phenomenon under investigation. Knowledge of distributional properties of the random sets related to threshold exceedances and associated random indicators brings together the well-founded theory of risk measures with the analysis of the extremal behaviour of random fields. In this work, these distributional properties are analysed based on the theory of random closed sets.
Palabras clave: extremal behaviour, measures of risk, random closed sets, spatial and spatiotemporal random fields, threshold exceedances.
Programado
Estadística Espacial y Espacio temporal II
7 de junio de 2022 16:50
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