Extremes of totally skewed -stable processes

DOI10.1016/S0304-4149(98)00093-3MaRDI QIDQ1593595zbMATH OpenFDO

Authors J. M. Patrik Albin

Publication date 17 January 2001

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

Full work available at URL https://doi.org/10.1016/S0304-4149(98)00093-3

zbMATH Keywords

\(\alpha \)-stable motion\(\alpha \)-stable process\(\alpha \)-stable random fieldextremesfractional \(\alpha \)-stable motionmoving averageskewed \(\alpha \)-stable distributiontotally skewed \(\alpha \)-stable distribution

Mathematics Subject Classification ID

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

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Cites work

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• Distributions of subadditive functionals of sample paths of infinitely divisible processes
• Exponential moments of vector valued random series and triangular arrays
• Extrema of skewed stable processes
• Extreme values of the cyclostationary Gaussian random process
• Extremes of totally skewed stable motion
• Functionals of infinitely divisible stochastic processes with exponential tails
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
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• scientific article; zbMATH DE number 3088518 (Why is no real title available?)
• On the supremum of an infinitely divisible process
• On the upper and lower classes for a stationary Gaussian stochastic process
• Probability tails of Gaussian extrema
• Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
• The supremum of a process with stationary independent and symmetric increments
• The supremum of Gaussian processes with a constant variance

Cited in

(7)

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

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