Equivalent representations of max-stable processes via ℓp-norms
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2018.5
Abstract: Abstract While max-stable processes are typically written as pointwise maxima over an infinite number of stochastic processes, in this paper, we consider a family of representations based on ℓp-norms. This family includes both the construction… read more here.
Keywords: stable processes; representations max; via norms; max stable ... See more keywords