On the Association of Sum- and Max- Stable Processes
Probability
2009-10-13 v1
Abstract
We address the notion of association of sum- and max- stable processes from the perspective of linear and max-linear isometries. We establish the appealing results that these two classes of isometries can be identified on a proper space (the extended positive ratio space). This yields a natural way to associate to any max-stable process a sum-stable process. By using this association, we establish connections between structural and classification results for sum- and max- stable processes.
Keywords
Cite
@article{arxiv.0910.2069,
title = {On the Association of Sum- and Max- Stable Processes},
author = {Yizao Wang and Stilian A. Stoev},
journal= {arXiv preprint arXiv:0910.2069},
year = {2009}
}