A Lévy-derived process seen from its supremum and max-stable processes (Q287704)
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scientific article; zbMATH DE number 6583737
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| English | A Lévy-derived process seen from its supremum and max-stable processes |
scientific article; zbMATH DE number 6583737 |
Statements
A Lévy-derived process seen from its supremum and max-stable processes (English)
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23 May 2016
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conditionally positive process
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Itō's excursion theory
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mixed moving maxima representation
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stationary particle system
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Kuznetsov measure
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0.8352014422416687
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0.7624233365058899
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0.7509302496910095
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0.7466933131217957
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0.7411158084869385
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