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Choquet random sup-measures with aggregations
Extremes ( IF 1.3 ) Pub Date : 2021-09-20 , DOI: 10.1007/s10687-021-00425-3
Yizao Wang 1
Affiliation  

A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregated model. Because of the aggregations, the finite-dimensional distributions of introduced random sup-measures do not necessarily have classical extreme-value distributions. Examples include the recently introduced stable-regenerative random sup-measures as a special case.



中文翻译:

Choquet 随机 sup-measures 与聚合

介绍了 Choquet 随机 sup-measures 的一种变体。这些随机 sup-measures 显示为一般聚合模型的经验随机 sup-measures 的缩放限制。由于聚合,引入的随机补充度量的有限维分布不一定具有经典的极值分布。例子包括最近引入的稳定再生随机 sup-measures 作为一种特殊情况。

更新日期:2021-09-21
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