Author:
Balkema A. A.,Resnick S. I.
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
93 articles.
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