Generalized Pickands constants and stationary max-stable processes (Q1692075)

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Generalized Pickands constants and stationary max-stable processes
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    Generalized Pickands constants and stationary max-stable processes (English)
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    26 January 2018
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    Brown-Resnick process
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    fractional Brownian motion
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    Gaussian process
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    generalized Pickands constant
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    Lévy process
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    max-stable process
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    mixed moving maxima representation
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