activity
20182020
collaborators

8 papers

math.PR2020

Stochastic decomposition for -norm symmetric survival functions on the positive orthant

Jan-Frederik Mai, Ruodu Wang

We derive a stochastic representation for the probability distribution on the positive orthant whose association between components is minimal among all probability…

math.PR2020

Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws (with erratum by Natalia Shenkman)

Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman

Two stochastic representations of multivariate geometric distributions are analyzed, both are obtained by lifting the lack-of-memory (LM) property of the univariate geometric law t…

math.ST2019

On the structure of exchangeable extreme-value copulas

Jan-Frederik Mai, Matthias Scherer

We show that the set of -variate symmetric stable tail dependence functions, uniquely associated with exchangeable -dimensional extreme-value copulas, is a simplex and determ…

math.PR2019

The infinite extendibility problem for exchangeable real-valued random vectors

Jan-Frederik Mai

We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on , which is: Can a given random vector $\vec{X} = (X…

math.PR2018

Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws

Jan-Frederik Mai, Matthias Scherer

The concept of a Lévy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the indep…

stat.ME2018

Canonical spectral representation for exchangeable max-stable sequences

Jan-Frederik Mai

The set of infinite-dimensional, symmetric stable tail dependence functions associated with exchangeable max-stable sequences of random variables with unit Fréchet margins is shown…