Stationary min-stable stochastic processes (Q1065455)

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scientific article; zbMATH DE number 3923773
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    Stationary min-stable stochastic processes
    scientific article; zbMATH DE number 3923773

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      Stationary min-stable stochastic processes (English)
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      1986
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      We consider the class of stationary stochastic processes whose margins are jointly min-stable. We show how the scalar elements can be generated by a single realization of a standard homogeneous Poisson process on the upper half-strip \([0,1]\times R_+\) and a group of \(L_ 1-isometries\). We include a Dobrushin-like result for the realizations in continuous time.
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      min-stable
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      stationarity
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      stability
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