N-max infinite divisibility and N-max stability
Probability
2014-05-20 v1
Abstract
Here we give a necessary and sufficient condition for the convergence to a random max infinitely divisible law from that of a random maximum. We then discuss random max-stable laws, their domain of max-attraction and the associated extremal processes.
Cite
@article{arxiv.1405.4782,
title = {N-max infinite divisibility and N-max stability},
author = {S. Satheesh and E. Sandhya},
journal= {arXiv preprint arXiv:1405.4782},
year = {2014}
}
Comments
6 pages