Eva B. Vedel Jensen (Univ. Aarhus)
Tail asymptotics for the supremum of an infinitely divisible random field with convolution equivalent L\'evy measure
 
In this talk, we consider a continuous, infinitely divisible random field in $\mathbb{R}^d$ given as an integral of 
a kernel function with respect to a L\'evy basis with convolution equivalent L\'evy measure. We will show that for 
a large class of such random fields, it is possible to compute the asymptotic probability that the supremum of the 
field exceeds the level $x$ as $x\rightarrow\infty$. One of the main results is that the asymptotic probability is 
equivalent to the right tail of the underlying L\'evy measure. 
 
Joint work with Anders Ronn-Nielsen, University of Copenhagen.