Accession Number:

ADA160132

Title:

Poisson-Stability as a Unifying Factor for Max-Stability and Sum-Stability.

Descriptive Note:

Technical rept. Sep 84-Aug 85,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s):

Report Date:

1985-06-01

Pagination or Media Count:

51.0

Abstract:

The theory of non-normal sum-stable random variables, vectors and processes is, by now, well developed. An analogous theory is that of max-stability. We show that both theories are, in their entireties, consequences of the theory of stable Poisson point processes on multidimensional spaces. Additional keywords Stochastic integration multivariate analysis Pointsmathematics.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE