Stationary min-stable stochastic processes

descriptionPublicationkeyboard_double_arrow_right Article , Part of book or chapter of book 01 Jan 1984 English Publisher:Springer Science and Business Media LLCJournal:Probability Theory and Related Fields, volume 72, pages 477-492 (issn: 0178-8051, eissn: 1432-2064,

Copyright policy )

Authors: de Haan, L. F. M.; Pickands, James III;

doi: 10.1007/bf00344716 , 10.1007/978-94-017-3069-3_35

Stationary min-stable stochastic processes

- Summary
- Subjects
- Metrics

Abstract

We consider the class of stationary stochastic processes whose margins are jointly min-stable. We show how the scalar elements can be generated by a single realization of a standard homogeneous Poisson process on the upper half-strip \([0,1]\times R_+\) and a group of \(L_ 1-isometries\). We include a Dobrushin-like result for the realizations in continuous time.

Related Organizations

University of Pennsylvania
United States
Erasmus University Rotterdam
Netherlands

Keywords

Stationary stochastic processes, stationarity, min-stable, Order statistics; empirical distribution functions, stability

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	63
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Top 10%
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Top 10%
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average