English

On Idempotent D-Norms

Statistics Theory 2014-11-27 v3 Statistics Theory

Abstract

Replacing the spectral measure by a random vector \bfZ\bfZ allows the representation of a max-stable distribution on Rd\R^d with standard negative margins via a norm, called \emph{DD-norm}, whose generator is \bfZ\bfZ. The set of DD-norms can be equipped with a commutative multiplication type operation, making it a semigroup with an identity element. This multiplication leads to idempotent DD-norms. We characterize the set of idempotent DD-norms. Iterating the multiplication provides a track of DD-norms, whose limit exists and is again a DD-norm. If this iteration is repeatedly done on the same DD-norm, then the limit of the track is idempotent.

Keywords

Cite

@article{arxiv.1303.1284,
  title  = {On Idempotent D-Norms},
  author = {Michael Falk},
  journal= {arXiv preprint arXiv:1303.1284},
  year   = {2014}
}

Comments

17 pages

R2 v1 2026-06-21T23:37:24.839Z