most citedStationary max-stable fields associated to negative definite functions

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math.PR2009

Ergodic Properties of Max-Infinitely Divisible Processes

Zakhar Kabluchko, Martin Schlather

We prove that a stationary max--infinitely divisible process is mixing (ergodic) iff its dependence function converges to 0 (is Cesaro summable to 0). These criteria are applied to…

math.PR2008★ 354 cited

Stationary max-stable fields associated to negative definite functions

Zakhar Kabluchko, Martin Schlather, Laurens de Haan

Let , be independent copies of a zero-mean Gaussian process with stationary increments and variance . Independently of $…