Stationarity of multivariate particle systems

DOI10.1016/j.spa.2013.02.007zbMath1321.60072arXiv1201.4765OpenAlexW2087000259MaRDI QIDQ2444640

Kaspar Stucki, Ilya S. Molchanov

Publication date: 10 April 2014

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

Full work available at URL: https://arxiv.org/abs/1201.4765

zbMATH Keywords

Gaussian processpoint processstationarityconvolution equationBrown-Resnick processmultivariate particle systems

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Representations of \(\max\)-stable processes via exponential tilting ⋮ Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts ⋮ Generalized Pickands constants and stationary max-stable processes ⋮ Corrigendum to ``Stationarity of multivariate particle systems ⋮ Multivariate max-stable processes and homogeneous functionals ⋮ On Extremal Index of max-stable stationary processes ⋮ Tail correlation functions of max-stable processes

Cites Work

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• Stationary systems of Gaussian processes
• Stationary max-stable fields associated to negative definite functions
• Mean Periodic Functions: Part I. Varieties Whose Annihilator Ideals Are Principal
• An Introduction to the Theory of Point Processes

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