Stationary min-stable stochastic processes (Q1065455)

From MaRDI portal
Revision as of 10:45, 12 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Stationary min-stable stochastic processes
scientific article

    Statements

    Stationary min-stable stochastic processes (English)
    0 references
    0 references
    0 references
    1986
    0 references
    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.
    0 references
    min-stable
    0 references
    stationarity
    0 references
    stability
    0 references

    Identifiers