On Idempotent D-Norms
Statistics Theory
2014-11-27 v3 Statistics Theory
Abstract
Replacing the spectral measure by a random vector allows the representation of a max-stable distribution on with standard negative margins via a norm, called \emph{-norm}, whose generator is . The set of -norms can be equipped with a commutative multiplication type operation, making it a semigroup with an identity element. This multiplication leads to idempotent -norms. We characterize the set of idempotent -norms. Iterating the multiplication provides a track of -norms, whose limit exists and is again a -norm. If this iteration is repeatedly done on the same -norm, then the limit of the track is idempotent.
Cite
@article{arxiv.1303.1284,
title = {On Idempotent D-Norms},
author = {Michael Falk},
journal= {arXiv preprint arXiv:1303.1284},
year = {2014}
}
Comments
17 pages