Max-infinite divisibility
- 1 June 1977
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 14 (2) , 309-319
- https://doi.org/10.2307/3213001
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
This publication has 2 references indexed in Scilit:
- Inverses of extremal processesAdvances in Applied Probability, 1974
- The structure of extremal processesAdvances in Applied Probability, 1973