A characterization of the normal distribution using stationary max-stable processes

DOI10.1007/S10687-015-0235-ZzbMath1333.60100arXiv1508.04266OpenAlexW2205598761MaRDI QIDQ262526

Zakhar Kabluchko, Sebastian Engelke

Publication date: 30 March 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.04266

zbMATH Keywords

stationarityextreme value theorymultivariate normal distributionSmith max-stable process

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

Representations of \(\max\)-stable processes via exponential tilting

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