Poisson-Stability as a Unifying Factor for Max-Stability and Sum-Stability.

Abstract

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; Points(mathematics).

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1985
Accession Number
ADA160132

Entities

People

  • J. Pickands Iii
  • L. De Haan

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computing-Related Activities
  • Data Science
  • Functions (Mathematics)
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Multivariate Analysis
  • Probability
  • Random Variables
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space