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arXiv · 1405.4782

N-max infinite divisibility and N-max stability

S. Satheesh·E. Sandhya
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Abstract

Here we give a necessary and sufficient condition for the convergence to a random max infinitely divisible law from that of a random maximum. We then discuss random max-stable laws, their domain of max-attraction and the associated extremal processes.

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S. Satheesh, E. Sandhya. 2014-04-30. N-max infinite divisibility and N-max stability. https://arxiv.org/abs/1405.4782

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