Poisson-Stability as a Unifying Factor for Max-Stability and Sum-Stability.
Technical rept. Sep 84-Aug 85,
NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES
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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.
- Statistics and Probability