max-infinitely divisible and max-stable sample continuous processes (Q1263876)
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English | max-infinitely divisible and max-stable sample continuous processes |
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max-infinitely divisible and max-stable sample continuous processes (English)
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1990
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Conditions for a process \(\xi\) on a compact metric space \({\mathcal S}\) to be simultaneously max-infinitely divisible and sample continuous are obtained. Although they fall short of a complete characterization of such processes, these conditions yield complete descriptions of the sample continuous non-degerate max-stable processes on \({\mathcal S}\) and of the infinitely divisible non-void random compact subsets of a Banach space under the operation of convex hull of unions.
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extreme value distributions
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random sets
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max-infinitely divisible
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sample continuous
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max-stable processes
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infinitely divisible
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convex hull of unions
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