Complexification of max-stable distributions
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2023), pp. 3-8 Cet article a éte moissonné depuis la source Math-Net.Ru

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By analogy with the generalization of stable distributions to the domain of complex stability indices $\alpha$ and using the representation by a stochastic integral over a Poisson random measure, the complexification of the max-stable Frechet distribution is carried out. The result is a max-semistable distribution on the first quarter of the complex plane. Estimates are derived for marginal distribution functions.
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A. V. Lebedev. Complexification of max-stable distributions. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2023), pp. 3-8. http://geodesic.mathdoc.fr/item/VMUMM_2023_3_a0/

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