Stationary max-stable fields associated to negative definite functions

Zakhar Kabluchko, Martin Schlather, Laurens de Haan

Let $W_i,i\in \mathbb{N}$, be independent copies of a zero-mean Gaussian process $\{W(t),t\in {\mathbb{R}}^d\}$ with stationary increments and variance ${\sigma }^2(t)$. Independently of $…