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math.PR2009
On the Association of Sum- and Max- Stable Processes
Yizao Wang, Stilian A. Stoev
We address the notion of association of sum- and max- stable processes from the perspective of linear and max-linear isometries. We establish the appealing results that these two c…
math.PR2009
On the Structure and Representations of Max--Stable Processes
Yizao Wang, Stilian A. Stoev
We develop classification results for max--stable processes, based on their spectral representations. The structure of max--linear isometries and minimal spectral representations p…