Extrema of skewed stable processes (Q1110181): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0304-4149(88)90074-9 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2038258486 / rank | |||
Normal rank |
Revision as of 00:30, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Extrema of skewed stable processes |
scientific article |
Statements
Extrema of skewed stable processes (English)
0 references
1988
0 references
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.
0 references
extremes
0 references
stable processes
0 references
tail behaviour of the distributions
0 references
distributions of the suprema and infima of stable processes
0 references