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Revision as of 18:22, 14 June 2024

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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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