Max-stable processes and stationary systems of Lévy particles

DOI10.1016/j.spa.2015.07.001zbMath1330.60065arXiv1412.7444OpenAlexW1983033401MaRDI QIDQ491189

Zakhar Kabluchko, Sebastian Engelke

Publication date: 24 August 2015

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

Full work available at URL: https://arxiv.org/abs/1412.7444

zbMATH Keywords

Lévy processesPoisson point processesextreme value theoryKuznetsov measureexponential intensitystationary max-stable processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Representations of \(\max\)-stable processes via exponential tilting, Extremes of \(q\)-Ornstein-Uhlenbeck processes, Generalized Pickands constants and stationary max-stable processes, On Extremal Index of max-stable stationary processes, Approximation of supremum of max-stable stationary processes \& Pickands constants

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