On the structure and representations of max-stable processes

DOI10.1239/aap/1282924066zbMath1210.60053arXiv0903.3594OpenAlexW2963226755MaRDI QIDQ3059699

Yizao Wang, Stilian A. Stoev

Publication date: 26 November 2010

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.3594

zbMATH Keywords

classificationspectral representationmax-stable processnonsingular flowco-spectral functionmax-linear isometry

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stable stochastic processes (60G52)

Related Items (31)

Ergodic decompositions of stationary max-stable processes in terms of their spectral functions ⋮ The tail process and tail measure of continuous time regularly varying stochastic processes ⋮ On generalized max-linear models and their statistical interpolation ⋮ Representations of \(\max\)-stable processes via exponential tilting ⋮ Invariance properties of random vectors and stochastic processes based on the zonoid concept ⋮ The harmonic mean formula for random processes ⋮ Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather ⋮ Generalized Pickands constants and stationary max-stable processes ⋮ Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions ⋮ Simulation of Brown-Resnick processes ⋮ Exchangeable random partitions from max-infinitely-divisible distributions ⋮ Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey ⋮ Multivariate max-stable processes and homogeneous functionals ⋮ Conditional sampling for spectrally discrete max-stable random fields ⋮ Spectral tail processes and max-stable approximations of multivariate regularly varying time series ⋮ Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events ⋮ An equivalent representation of the Brown-Resnick process ⋮ On the association of sum- and max-stable processes ⋮ On Extremal Index of max-stable stationary processes ⋮ A hierarchical max-stable spatial model for extreme precipitation ⋮ On the structure and representations of max-stable processes ⋮ Stochastic integral representations and classification of sum- and max-infinitely divisible processes ⋮ Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments ⋮ Stable random fields indexed by finitely generated free groups ⋮ Approximation of supremum of max-stable stationary processes \& Pickands constants ⋮ Decomposability for stable processes ⋮ Long range dependence for stable random processes ⋮ An exceptional max-stable process fully parameterized by its extremal coefficients ⋮ Tail correlation functions of max-stable processes ⋮ Extremes on river networks ⋮ A characterization of the normal distribution using stationary max-stable processes

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