Ergodic decompositions of stationary max-stable processes in terms of their spectral functions

DOI10.1016/j.spa.2016.10.001zbMath1367.60056arXiv1601.00792OpenAlexW2963548632MaRDI QIDQ2359702

Clément Dombry, Zakhar Kabluchko

Publication date: 22 June 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.00792

zbMATH Keywords

ergodic processnon-singular flowmixing processde Haan representationconservative/dissipative decompositionmax-stable random processmixed moving maximum processpositive/null decomposition

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Ergodicity, mixing, rates of mixing (37A25) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Dynamical systems involving one-parameter continuous families of measure-preserving transformations (37A10)

Related Items (18)

The tail process and tail measure of continuous time regularly varying stochastic processes ⋮ The tail process revisited ⋮ Tail measure and spectral tail process of regularly varying time series ⋮ Tail measures and regular variation ⋮ On the continuity of Pickands constants ⋮ Representations of \(\max\)-stable processes via exponential tilting ⋮ Generalized Pickands constants and stationary max-stable processes ⋮ Tail processes and tail measures: an approach via Palm calculus ⋮ On Berman functions ⋮ Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey ⋮ Multivariate max-stable processes and homogeneous functionals ⋮ A family of random sup-measures with long-range dependence ⋮ Spectral tail processes and max-stable approximations of multivariate regularly varying time series ⋮ On Extremal Index of max-stable stationary processes ⋮ Stable random fields indexed by finitely generated free groups ⋮ On extremal index of max-stable random fields ⋮ Approximation of supremum of max-stable stationary processes \& Pickands constants ⋮ Long range dependence for stable random processes

Cites Work

• Unnamed Item
• Unnamed Item
• Spectral representations of sum- and max-stable processes
• On the ergodicity and mixing of max-stable processes
• Stationary max-stable fields associated to negative definite functions
• Stationary min-stable stochastic processes
• A spectral representation for max-stable processes
• Classes of mixing stable processes
• Models for stationary max-stable random fields
• Decomposition of stationary \(\alpha\)-stable random fields.
• On the structure of stationary stable processes
• Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
• Ergodic properties of max-infinitely divisible processes
• On the association of sum- and max-stable processes
• Ergodic properties of Poissonian ID processes
• Random tessellations associated with max-stable random fields
• Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
• Stationary symmetric \(\alpha\)-stable discrete parameter random fields
• Null flows, positive flows and the structure of stationary symmetric stable processes
• On the structure and representations of max-stable processes
• Nonsingular group actions and stationary S$\alpha $S random fields
• Subadditive mean ergodic theorems
• Maxima of continuous-time stationary stable processes
• On mixing in infinite measure spaces
• On mixing in infinite measure spaces

This page was built for publication: Ergodic decompositions of stationary max-stable processes in terms of their spectral functions