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 |
本文献已被 ScienceDirect 等数据库收录! |
|