An aggregated model for Karlin stable processes

MaRDI QIDQ6146330zbMATH OpenFDO

Authors

Publication date 5 February 2024

Full work available at URL https://alea.impa.br/articles/v20/20-44.pdf

zbMATH Keywords

aggregated modellimit theorempoint processregular variationstable process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stable stochastic processes (60G52) Extreme value theory; extremal stochastic processes (60G70)

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Cited in

(2)

• A family of log-correlated Gaussian processes
• A remarkable example on clustering of extremes for regularly-varying stochastic processes

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