WIAS Preprint No. 2205, (2015)

Extremes of some Gaussian random interfaces



Authors

  • Chiarini, Alberto
  • Cipriani, Alessandra
  • Hazra, Rajat Subhra

2010 Mathematics Subject Classification

  • 60K35 60G15 60G70

Keywords

  • Extreme value theory, Gaussian random interfaces, Stein-Chen method

Abstract

In this article we give a general criterion for some dependent Gaussian models to belong to maximal domain of attraction of Gumbel, following an application of the Stein-Chen method studied in citeAGG. We also show the convergence of the associated point process. As an application, we show the conditions are satisfied by some of the well-known supercritical Gaussian interface models, namely, membrane model, massive and massless discrete Gaussian free field, fractional Gaussian free field.

Appeared in

  • J. Statist. Phys., 165 (2016) pp. 521--544.

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