Tail measures and regular variation (Q2144349)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail measures and regular variation |
scientific article |
Statements
Tail measures and regular variation (English)
0 references
13 June 2022
0 references
The article discusses regular variation of Borel measures and random processes on a general Polish metric space, with respect to a properly localised boundedness. Tail measures, local tail / spectral tail properties and stochastic representers are discussed along with regular variation of Borel measures, random elements and random processes with cadlag paths. Some extensions are also discussed. Potential applications and results for max-stable and \(\alpha\)-stable processes along with some open problems are presented.
0 references
càdlàg processes
0 references
hidden regular variation
0 references
max-stable processes
0 references
Polish metric space
0 references
regular variation
0 references
spectral tail processes
0 references
tail measures
0 references
tail processes
0 references
weak convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
