N-max infinite divisibility and N-max stability
classification
🧮 math.PR
keywords
randomn-maxassociatedconditionconvergencediscussdivisibilitydivisible
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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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