Extrema of skewed stable processes (Q1110181): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extrema of skewed stable processes |
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Extrema of skewed stable processes (English)
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1988
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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.
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extremes
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stable processes
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tail behaviour of the distributions
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distributions of the suprema and infima of stable processes
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