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Strong Convergence of Multivariate Maxima
Michael Falk, Simone A. Padoan, Stefano Rizzelli
It is well known and readily seen that the maximum of independent and uniformly on distributed random variables, suitably standardised, converges in total variation dis…
Conditional Tail Independence in Archimedean Copula Models
Michael Falk, Simone Padoan, Florian Wisheckel
Consider a random vector , whose distribution function coincides in its upper tail with that of an Archimedean copula. We report the fact that the conditional distribution of $U…
On a class of norms generated by nonnegative integrable distributions
Michael Falk, Gilles Stupfler
We show that any distribution function on with nonnegative, nonzero and integrable marginal distributions can be characterized by a norm on , calle…
On Multivariate Records from Random Vectors with Independent Components
M. Falk, A. Khorrami, S. A. Padoan
Let be independent copies of a random vector with values in and with a continuous distribution function. T…
Some Results on Joint Record Events
M. Falk, A. Khorrami Chokami, S. A. Padoan
Let be independent and identically distributed random variables on the real line with a joint continuous distribution function . The stochastic behavior of the s…
On generalized max-linear models in max-stable random fields
Michael Falk, Maximilian Zott
In practice, it is not possible to observe a whole max-stable random field. Therefore, a way how to reconstruct a max-stable random field in by interpolatin…