A new approach to the complexification of max-stable distributions using random angles

DOI10.1134/S0001434625605027MaRDI QIDQ6879532zbMATH OpenFDO

Authors Anna A. Goldaeva, A. V. Lebedev

Publication date 30 December 2025

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0001434625605027

zbMATH Keywords

complex numberscopulasextreme value theoryFréchet distributionhypergeometric functionmax-stable distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

• An introduction to copulas.
• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• On complexification of max-stable distributions
• On stable random variables with a complex stability index
• Sur la distribution limite du terme maximum d'une série aléatoire

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