Representations of \(\max\)-stable processes via exponential tilting (Q1660307)
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English | Representations of \(\max\)-stable processes via exponential tilting |
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Representations of \(\max\)-stable processes via exponential tilting (English)
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15 August 2018
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\(\max\)-stable process
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spectral tail process
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Brown-Resnick stationary
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Dieker-Mikosch representation
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inf-argmax representation
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Pickands constants
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tilt-shift formula
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extremal index
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