@article{VMUMM_2023_3_a0,
author = {A. V. Lebedev},
title = {Complexification of max-stable distributions},
journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
pages = {3--8},
year = {2023},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMUMM_2023_3_a0/}
}
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/
[1] Gnedenko B.V., “Sur la distribution limite du terme maximum d'une série aléatoire”, Ann. Math., 44:3 (1943), 423–453 | DOI | MR | Zbl
[2] Galambosh Ya.I., Asimptoticheskaya teoriya ekstremalnykh poryadkovykh statistik, Nauka, M., 1984 | MR
[3] Lidbetter M., Lindgren G., Rotsen Kh., Ekstremumy sluchainykh posledovatelnostei i protsessov, Mir, M., 1989 | MR
[4] Piterbarg V.I., Rodionov I.V., “Certain modern developments in stochastic extreme value theory, on occasion of 110th birthday of Boris Vladimirovich Gnedenko”, Reliability: Theory and Applications, 16:4 (2021), 16–25
[5] Alekseev I.A., “Ob ustoichivykh sluchainykh velichinakh s kompleksnym indeksom ustoichivosti”, Dokl. RAN. Matem., inform., protsessy upr., 501 (2021), 5–10 | DOI
[6] Alekseev I.A., “Ustoichivye sluchainye velichiny s kompleksnym indeksom ustoichivosti $\alpha $. Sluchai $|\alpha -1/2|1/2$”, Zap. nauch. seminarov Peterburg. otd. Matem. in-ta RAN, 505, 2021, 17–37
[7] Alekseev I.A., “Ustoichivye sluchainye velichiny s kompleksnym indeksom ustoichivosti, I”, Teor. veroyatn. i ee primen., 67:3 (2022), 421–442 | DOI
[8] Grinevich I.V., “Maks-poluustoichivye predelnye raspredeleniya, otvechayuschie lineinoi i stepennoi normirovke”, Teor. veroyatn. i ee primen., 37:4 (1992), 774–776
[9] Pancheva E., “Multivariate max-semistable distributions”, Teor. veroyatn. i ee primen., 37:4 (1992), 794–795
[10] Temido M.G., Canto e Castro L., “Max-semistable laws in extremes of stationary random sequences”, Theory Probab. and Appl., 47:2 (2003), 365–374 | DOI | MR
[11] Canto e Castro L., Dias S., Temido M.G., “Looking for max-semistability: A new test for the extreme value condition”, J. Statist. Plan. Inference, 141:9 (2011), 3005–3020 | DOI | MR | Zbl
[12] Pancheva E., “Max-semistability: a survey”, ProbStat Forum, 3 (2010), 11–24 | MR | Zbl
[13] Dias S., Temido M.G., “Random fields and random sampling”, Kybernetika, 55:6 (2019), 897–914 | MR | Zbl
[14] Lebedev A.V., Osnovy stokhasticheskoi teorii ekstremumov, Lenand, M., 2018
[15] Lebedev A.V., “Maksimumy sluchainykh priznakov chastits v nadkriticheskikh vetvyaschikhsya protsessakh”, Vestn. Mosk. un-ta. Matem. Mekhan., 2008, no. 5, 3–6 | Zbl
[16] Lebedev A.V., “Mnogomernye ekstremumy sluchainykh priznakov chastits v nadkriticheskikh vetvyaschikhsya protsessakh”, Teor. veroyatn. i ee primen., 57:4 (2012), 788–794 | DOI