Maximum stability and a generalization (Q1897106)

Let \(G\) be a distribution function satisfying \(G(1- 0) =0\). A distribution function \(F\) is said to be \(G\)-max-stable if \[ \int_1^\infty F^t (x) dG(t)= F((x- a)/b) \] for some \(a\) and \(b>0\). This generalizes the definition given by \textit{W. J. Voorn} [J. Appl. Probab. 24, No. 4, 838-521 (1987; Zbl 0638.62009)]. The author gives some relations between \(F\) and \(G\). A characterization of the geometric distribution is given in terms of \(G\)-max-stability.