Maxima of continuous-time stationary stable processes

DOI10.1239/aap/1093962235zbMath1071.60038OpenAlexW2009374047MaRDI QIDQ4662239

Gennady Samorodnitsky

Publication date: 30 March 2005

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/9270

zbMATH Keywords

weak convergencestationary processextreme value theorymaximasymmetric stable processconservative flowdissipative flownon-singular flow

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52) Nonsingular (and infinite-measure preserving) transformations (37A40)

Related Items (16)

Ergodic decompositions of stationary max-stable processes in terms of their spectral functions ⋮ The tail process and tail measure of continuous time regularly varying stochastic processes ⋮ Tail measures and regular variation ⋮ On the continuity of Pickands constants ⋮ Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions ⋮ Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey ⋮ Nonsingular group actions and stationary S$\alpha $S random fields ⋮ Ruin probability with certain stationary stable claims generated by conservative flows ⋮ Maximal moments and uniform modulus of continuity for stable random fields ⋮ Stable random fields, point processes and large deviations ⋮ On extremal index of max-stable random fields ⋮ Group-theoretic dimension of stationary symmetric \(\alpha\)-stable random fields ⋮ Approximation of supremum of max-stable stationary processes \& Pickands constants ⋮ Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes ⋮ Null flows, positive flows and the structure of stationary symmetric stable processes ⋮ Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Distributions of subadditive functionals of sample paths of infinitely divisible processes
• On extremal theory for stationary processes
• Extremes and related properties of random sequences and processes
• Ergodic theorems. With a supplement by Antoine Brunel
• On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
• The Brunn-Minkowski inequality in Gauss space
• Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
• On the structure of stationary stable processes
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes

This page was built for publication: Maxima of continuous-time stationary stable processes