Choquet random sup-measures with aggregations

Autor:	Yizao Wang
Rok vydání:	2020
Předmět:	Statistics and Probability Variation (linguistics) Economics Econometrics and Finance (miscellaneous) Probability (math.PR) FOS: Mathematics Statistical physics Special case Engineering (miscellaneous) Scaling Mathematics - Probability Mathematics
DOI:	10.48550/arxiv.2005.13383
Popis:	A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregated model. Because of the aggregations, the finite-dimensional distributions of introduced random sup-measures do not necessarily have classical extreme-value distributions. Examples include the recently introduced stable-regenerative random sup-measures as a special case. Comment: major revision with a new title; 27 pages
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::528fb20f5a06b5d87b5ce55e08b62d0c Zobrazit plný text záznamu