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Stationary Self-Similar Extremal Processes and Random Semicontinuous Functions

  • Wim Vervaat
Part of the Progress in Probability and Statistics book series (PRPR, volume 11)

Abstract

The main topic of this survey is the characterization of all limiting processes of
, where (ξ k ) k = 1 may be any stationary sequence of random variables. The limits are identified as the stationary self-similar extremal processes, and some of their properties are investigated.

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Copyright information

© Springer Science+Business Media New York 1986

Authors and Affiliations

  • Wim Vervaat
    • 1
  1. 1.Department of MathematicsCatholic UniversityNijmegenThe Netherlands

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