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Crossings of max-stable processes
Published online by Cambridge University Press: 14 July 2016
Abstract
The expected number of upcrossings for a max-stable process is computed and compared with known results for stable processes. Asymptotically the formulas are of the same order.
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- Copyright © Applied Probability Trust 1994
Footnotes
Research partially supported by NSF Grant DMS-9100392 at Colorado State University.
Research partially supported by NSF Grant DMS–9100027 at Cornell University.