Super-extremal processes and the argmax process

DOI10.2307/3215321MaRDI QIDQ4322050zbMATH OpenOpenAlexFDO

Authors Rishin Roy, Sidney I. Resnick

Publication date 18 September 1995

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/8856

zbMATH Keywords

closed set-valued processdynamic continuous choice problemmultivariate extremal processesPoisson processrandom closed setrandom upper semicontinuous functionsuper-extremal process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

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(6)

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• Superextremal processes, max-stability and dynamic continuous choice
• Multivariate extremal processes, leader processes and dynamic choice models
• A Lévy-Itô decomposition on a class of topological monoids
• Time-changed extremal process as a random sup measure
• Random usc functions, max-stable processes and continuous choice

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