Semi-Min-Stable Processes
Penrose, Mathew D.
Ann. Probab., Tome 20 (1992) no. 4, p. 1450-1463 / Harvested from Project Euclid
We define a semi-min-stable (SMS) process $Y(t)$ in $\lbrack 0,\infty)$ to be one which is stable under the simultaneous operations of taking the minima of $n$ independent copies of $Y(t)$ (pointwise over time $t$) and rescaling space and time. We show that the only possible rescaling of time is by a fixed power of $n$ and that SMS processes are essentially the only possible weak limits for large $m$ of a process obtained by taking the minimum, pointwise over $t$, of $m$ independent copies of a given process and then rescaling space and time. We describe the representation of a SMS process as the minimum of a Poisson process on a function space. We obtain a partial characterization of sample continuous SMS processes, similar to that of de Haan in the case of max-stable processes.
Publié le : 1992-07-14
Classification:  Extreme values,  weak limits,  renormalization,  max-stable process,  sample continuity,  Poisson process in function space,  60K99,  60G70,  60B12,  60G55
@article{1176989700,
     author = {Penrose, Mathew D.},
     title = {Semi-Min-Stable Processes},
     journal = {Ann. Probab.},
     volume = {20},
     number = {4},
     year = {1992},
     pages = { 1450-1463},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989700}
}
Penrose, Mathew D. Semi-Min-Stable Processes. Ann. Probab., Tome 20 (1992) no. 4, pp.  1450-1463. http://gdmltest.u-ga.fr/item/1176989700/