Sample and ergodic properties of some min-stable processes

DOI10.1214/aop/1176990447zbMath0788.60050OpenAlexW2044484359MaRDI QIDQ1176153

Keith Steven Weintraub

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990447

zbMATH Keywords

exponential distributionspectral functionsmin-stable random vectormixing- type conditionsmoving minimum min-stable processesstationary min-stable process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sample path properties (60G17) Limit theorems in probability theory (60F99)

Related Items (8)

Extremes of \(q\)-Ornstein-Uhlenbeck processes ⋮ On the regular variation of ratios of jointly Fréchet random variables ⋮ Strong mixing properties of max-infinitely divisible random fields ⋮ Conditional sampling for max-stable processes with a mixed moving maxima representation ⋮ Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes ⋮ On the ergodicity and mixing of max-stable processes ⋮ Ergodic properties of max-infinitely divisible processes ⋮ Probabilities of Concurrent Extremes

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