Random USC Functions, Max-Stable Processes and Continuous Choice
نویسندگان
چکیده
منابع مشابه
On Approximating Max-stable Processes and Constructing Extremal Copula Functions
There is an infinite number of parameters in the definition of multivariate maxima of moving maxima (M4) processes, which poses challenges in statistical applications where workable models are preferred. This paper establishes sufficient conditions under which an M4 process with infinite number of parameters may be approximated by an M4 process with finite number of parameters. In statistical i...
متن کاملMax-stable Processes and Spatial Extremes
Max-stable processes arise from an infinite-dimensional generalisation of extreme value theory. They form a natural class of processes when sample maxima are observed at each site of a spatial process, a problem of particular interest in connection with regional estimation methods in hydrology. A general representation of max-stable processes due to de Haan and Vatan is discussed, and examples ...
متن کاملLikelihood-based inference for max-stable processes
The last decade has seen max-stable processes emerge as a common tool for the statistical modelling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so likelihood-based methods remain far from providing a complete and flexible framework for inference. In this article we develop inferentially practical, likelihood-...
متن کاملRandom Continuous Functions
We investigate notions of randomness in the space C(2N) of continuous functions on 2N. A probability measure is given and a version of the Martin-Löf Test for randomness is defined. Random ∆2 continuous functions exist, but no computable function can be random and no random function can map a computable real to a computable real. The image of a random continuous function is always a perfect set...
متن کاملRandom tessellations associated with max-stable random elds
With any max-stable random process η on X = Zd or Rd, we associate a random tessellation of the parameter space X . The construction relies on the Poisson point process representation of the max-stable process η which is seen as the pointwise maximum of a random collection of functions Φ = {φi, i ≥ 1}. The tessellation is constructed as follows: two points x, y ∈ X are in the same cell if and o...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1991
ISSN: 1050-5164
DOI: 10.1214/aoap/1177005937