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A Lévy-derived process seen from its supremum and max-stable processes - MaRDI portal

A Lévy-derived process seen from its supremum and max-stable processes (Q287704)

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scientific article; zbMATH DE number 6583737
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English
A Lévy-derived process seen from its supremum and max-stable processes
scientific article; zbMATH DE number 6583737

    Statements

    A Lévy-derived process seen from its supremum and max-stable processes (English)
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    23 May 2016
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    conditionally positive process
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    Itō's excursion theory
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    mixed moving maxima representation
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    stationary particle system
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    Kuznetsov measure
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