32 citations · 121 across the 34 of their papers we have counts for
8 papers · 1 filter
Tail-dependence, exceedance sets, and metric embeddings
Anja Janßen, Sebastian Neblung, Stilian Stoev
There are many ways of measuring and modeling tail-dependence in random vectors: from the general framework of multivariate regular variation and the flexible class of max-stable v…
Tangent fields, intrinsic stationarity, and self-similarity (with a supplement on Matheron Theory)
Jinqi Shen, Stilian Stoev, Tailen Hsing
This paper studies the local structure of continuous random fields on taking values in a complete separable linear metric space . Extending seminal work…
Exchangeable random partitions from max-infinitely-divisible distributions
Stilian Stoev, Yizao Wang
The hitting partitions are random partitions that arise from the investigation of so-called hitting scenarios of max-infinitely-divisible (max-i.d.)~distributions. We study a class…
Stochastic integral representations and classification of sum- and max-infinitely divisible processes
Zakhar Kabluchko, Stilian Stoev
Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Bor…
Decomposability for stable processes
Yizao Wang, Stilian A. Stoev, Parthanil Roy
We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their indepen…
Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
Yizao Wang, Parthanil Roy, Stilian A. Stoev
We establish characterization results for the ergodicity of stationary symmetric -stable (SS) and -Frechet random fields. We show that the result of Samorodnitsky [Ann. Pr…