Choquet random sup-measures with aggregations
Probability
2021-05-18 v3
Abstract
A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregated model. Because of the aggregations, the finite-dimensional distributions of introduced random sup-measures do not necessarily have classical extreme-value distributions. Examples include the recently introduced stable-regenerative random sup-measures as a special case.
Cite
@article{arxiv.2005.13383,
title = {Choquet random sup-measures with aggregations},
author = {Yizao Wang},
journal= {arXiv preprint arXiv:2005.13383},
year = {2021}
}
Comments
major revision with a new title; 27 pages