Semi-min-stable processes

DOI10.1214/aop/1176989700zbMath0762.60040OpenAlexW2003910004MaRDI QIDQ1201182

Mathew D. Penrose

Publication date: 17 January 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989700

zbMATH Keywords

spectral representationextreme value theorypossible weak limits of processes obtained by taking the minimum

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Special processes (60K99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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