MAX-INFINITELY DIVISIBLE AND MAX-STABLE SAMPLE CONTINUOUS-PROCESSES

被引:69
作者
GINE, E
HAHN, MG
VATAN, P
机构
[1] TUFTS UNIV,DEPT MATH,MEDFORD,MA 02155
[2] MIT,CAMBRIDGE,MA 02139
关键词
D O I
10.1007/BF01198427
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Conditions for a process ζ on a compact metric space S to be simultaneously max-infinitely divisible and sample continuous are obtained. Although they fall short of a complete characterization of such processes, these conditions yield complete descriptions of the sample continuous non-degenerate max-stable processes on S and of the infinitely divisible non-void random compact subsets of a Banach space under the operation of convex hull of unions. © 1990 Springer-Verlag.
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页码:139 / 165
页数:27
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