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On the ergodicity and mixing of max-stable processes
Authors:Stilian A Stoev
Institution:Department of Statistics, University of Michigan, Ann Arbor, United States
Abstract:Max-stable processes arise in the limit of component-wise maxima of independent processes, under appropriate centering and normalization. In this paper, we establish necessary and sufficient conditions for the ergodicity and mixing of stationary max-stable processes. We do so in terms of their spectral representations by using extremal integrals.
Keywords:60G70  60G52  60G10  60G57
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