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11/09/2022
On Berman functions
For fractional Brownian motion with Hurst parameter H the Berman constan...
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06/30/2022
Cluster Random Fields and Random-Shift Representations
This paper investigates random-shift representations of α-homogeneous sh...
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11/01/2021
Shift-invariant homogeneous classes of random fields
Let |·|:ℝ^d → [0,∞) be a 1-homogeneous continuous map and let 𝒯=ℝ^l or 𝒯...
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02/12/2021
Multivariate Max-Stable Processes and Homogeneous Functionals
Multivariate max-stable processes are important for both theoretical inv...
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02/17/2018
Domination of Sample Maxima and Related Extremal Dependence Measures
For a given d-dimensional distribution function (df) H we introduce the ...
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12/27/2017
Extremes of a Random Number of Multivariate Risks
Risk analysis in the area of insurance, financial and risk management is...
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12/12/2017