On the association of sum- and max-stable processes

Yizao Wang and Stilian A. Stoev

Statistics & Probability Letters, 2010, vol. 80, issue 5-6, 480-488

Abstract: 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 result that these two classes of isometries can be identified on a proper space (the extended positive ratio space). This yields a natural way to associate to any max-stable process a sum-stable process. By using this association, we establish connections between structural and classification results for sum- and max-stable processes.

Date: 2010
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