Stationary min-stable stochastic processes |
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Authors: | L de Haan J Pickands III |
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Institution: | (1) Erasmus University Rotterdam, pb 1738, 3000 DR Rotterdam, The Netherlands;(2) Erasmus University, Rotterdam, The Netherlands;(3) University of Pennsylvania, Philadelphia, USA |
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Abstract: | Summary We consider the class of stationary stochastic processes whose margins are jointly min-stable. We show how the scalar elements can be generated by a single realization of a standard homogeneous Poisson process on the upper half-strip 0,1]×R
+ and a group of L
1-isometries. We include a Dobrushin-like result for the realizations in continuous time. |
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Keywords: | |
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