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arxiv: 1303.1284 · v3 · pith:MQE4DANInew · submitted 2013-03-06 · 🧮 math.ST · stat.TH

On Idempotent D-Norms

classification 🧮 math.ST stat.TH
keywords idempotentnormnormsmultiplicationlimittrackwhoseallows
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Replacing the spectral measure by a random vector $\bfZ$ allows the representation of a max-stable distribution on $\R^d$ with standard negative margins via a norm, called \emph{$D$-norm}, whose generator is $\bfZ$. The set of $D$-norms can be equipped with a commutative multiplication type operation, making it a semigroup with an identity element. This multiplication leads to idempotent $D$-norms. We characterize the set of idempotent $D$-norms. Iterating the multiplication provides a track of $D$-norms, whose limit exists and is again a $D$-norm. If this iteration is repeatedly done on the same $D$-norm, then the limit of the track is idempotent.

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