Extrema of skewed stable processes

Gennady Samorodnitsky

Stochastic Processes and their Applications, 1988, vol. 30, issue 1, 17-39

Abstract: We study extremes of (generally) skewed stable processes. In particular we find the asymptotic behavior of the distribution function of the order statistics from a (dependent) stable sample. We give necessary conditions for a.s. boundedness of general stable processes. These conditions turn out to be sufficient when 0

Keywords: stable; processes; stable; random; measures; integral; representation; order; statistics; boundedness; supremum; distribution (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (3)

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