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Max-infinite divisibility

Published online by Cambridge University Press:  14 July 2016

A. A. Balkema  and
S. I. Resnick
S. I. Resnick
Affiliation:
University of Amsterdam Stanford University
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Abstract

Necessary and sufficient conditions are given for a distribution function in ℝ2 to be max-infinitely divisible. The d.f. F is max i.d. if Ft is a d.f. for every t > 0. This property is essential in defining multivariate extremal processes and arises in an approach to the study of the range of an i.i.d. sample.

Keywords

INFINITE DIVISIBILITYRANGEEXTREME VALUESEXTREMAL PROCESSPOISSON RANDOM MEASURE
Type
Research Papers
Information
Journal of Applied Probability , Volume 14 , Issue 2 , June 1977 , pp. 309 - 319
Copyright
Copyright © Applied Probability Trust 1977 

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References

[1] Feller, W. (1971) An Introduction to Probability Theory and its Applications, Vol. II, 2nd edn. Wiley, New York.Google Scholar
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