Maxima of continuous-time stationary stable processes

Advances in Applied Probability

Volumn 36, Issue 3, 2004, Pages 805-823

  Samorodnitsky, Gennady ^a  

^a School of Operations Research and Industrial Engineering   (United States)

Author keywords

Conservative flow; Dissipative flow; Ergodic theory; Extreme value theory; Maxima; Non singular flow; Stable process; Stationary process; Weak convergence

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; INTEGRAL EQUATIONS; POISSON DISTRIBUTION; PROBABILITY; THEOREM PROVING;

CONSERVATIVE FLOW; DISSIPATIVE FLOW; ERGODIC THEORY; EXTREME VALUE THEORY; MAXIMA; NON SINGULAR FLOW; STABLE PROCESS; STATIONARY PROCESS; WEAK CONVERGENCE;

RANDOM PROCESSES;

EID: 7444266387     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1093962235     Document Type: Article

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