Extremes of totally skewed -stable processes

DOI10.1016/S0304-4149(98)00093-3zbMATH Open0961.60025MaRDI QIDQ1593595FDOQ1593595

Authors: J. M. P. Albin 

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

extremesmoving average\(\alpha \)-stable process\(\alpha \)-stable motion\(\alpha \)-stable random fieldfractional \(\alpha \)-stable motionskewed \(\alpha \)-stable distributiontotally skewed \(\alpha \)-stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Self-similar stochastic processes (60G18)

Cites Work

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• Distributions of subadditive functionals of sample paths of infinitely divisible processes
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• Functionals of infinitely divisible stochastic processes with exponential tails
• Extremes of totally skewed stable motion
• Extrema of skewed stable processes
• Exponential moments of vector valued random series and triangular arrays
• Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
• The supremum of Gaussian processes with a constant variance
• Asymptotic behavior of stable measures
• Extreme values of the cyclostationary Gaussian random process
• On the upper and lower classes for a stationary Gaussian stochastic process

Cited In (7)

• On sampling of stationary increment processes
• Extrema of skewed stable processes
• On extremes and streams of upcrossing.
• On overload in a storage model, with a self-similar and infinitely divisible input.
• Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion
• Extremes of totally skewed stable motion
• Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.

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