Goldbach, Johannes: A new approach to multivariate extreme value theory : f-implicit max-infinitely divisible distributions and f-implicit max-stable processes. 2016
Inhalt
- Zusammenfassung
- Abstract
- Table of contents
- Introduction and Motivation
- 1 Preliminaries
- 1.1 The f -implicit max-operation
- 1.2 The f -implicit max-convolution
- 1.3 The f -implicit max-order
- 1.4 Distribution of Xk(n)
- 2 f -implicit max-infinitely divisibledistributions
- 2.1 The f -implicit max-infinite divisibility
- 2.2 Main results
- 2.3 The f -implicit max-compound Poisson process
- 2.4 Outlook
- 3 f -implicit max-stable processes
- 3.1 The concept of f-implicit, a-Fréchet, randomsup-measures
- 3.2 The concept of f -implicit extremal stochastic integrals
- 3.3 Outlook
- 4 Concluding remarks
- List of symbols
- Bibliography