Extrema of skewed stable processes
type: Item
instance of: scholarly article
title: Extrema of skewed stable processes
zbMATH Open document ID: 0656.60029
DOI: 10.1016/0304-4149(88)90074-9
author: Gennady Samorodnitsky
published in: Stochastic Processes and their Applications
publication date: 1988-01-01T00:00:00Z
review text: The author studies extremes of skewed stable processes. He characterizes the conditional probability that all the components of a stable vector are big, given that one of them is big. Next, this result is applied to obtain the tail behaviour of the distributions of order statistics from a dependent stable sample. Finally, the tails of the distributions of the suprema and infima of stable processes defined on a countable set are investigated along with conditions for a.s. boundedness.
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 4072022
zbMATH Keywords: extremes
zbMATH Keywords: stable processes
zbMATH Keywords: tail behaviour of the distributions
zbMATH Keywords: distributions of the suprema and infima of stable processes
MaRDI profile type: Publication
full work available at URL: 0304-4149(88)90074-9
OpenAlex ID: W2038258486
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description: scientific article; zbMATH DE number 4072022