Ergodic decompositions of stationary max-stable processes in terms of their spectral functions

DOI10.1016/j.spa.2016.10.001zbMath1367.60056arXiv1601.00792OpenAlexW2963548632MaRDI QIDQ2359702

Clément Dombry, Zakhar Kabluchko

Publication date: 22 June 2017

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

Full work available at URL: https://arxiv.org/abs/1601.00792

zbMATH Keywords

ergodic processnon-singular flowmixing processde Haan representationconservative/dissipative decompositionmax-stable random processmixed moving maximum processpositive/null decomposition

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Ergodicity, mixing, rates of mixing (37A25) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Dynamical systems involving one-parameter continuous families of measure-preserving transformations (37A10)

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