Stationary min-stable stochastic processes (Q1065455): Difference between revisions
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English | Stationary min-stable stochastic processes |
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Stationary min-stable stochastic processes (English)
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1986
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We consider the class of stationary stochastic processes whose margins are jointly min-stable. We show how the scalar elements can be generated by a single realization of a standard homogeneous Poisson process on the upper half-strip \([0,1]\times R_+\) and a group of \(L_ 1-isometries\). We include a Dobrushin-like result for the realizations in continuous time.
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min-stable
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stationarity
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stability
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