N-max infinite divisibility and N-max stability

Autor:	Satheesh, S., Sandhya, E.
Rok vydání:	2014
Předmět:	Mathematics - Probability 60E07 62E10
Druh dokumentu:	Working Paper
Popis:	Here we give a necessary and sufficient condition for the convergence to a random max infinitely divisible law from that of a random maximum. We then discuss random max-stable laws, their domain of max-attraction and the associated extremal processes. Comment: 6 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1405.4782 Zobrazit plný text záznamu View this record from Arxiv