کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145509 1489661 2015 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On idempotent DD-norms
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
On idempotent DD-norms
چکیده انگلیسی

Replacing the spectral measure by a random vector Z allows the representation of a max-stable distribution on RdRd with standard negative margins via a norm, called DD-norm  , whose generator is Z. The set of DD-norms can be equipped with a commutative multiplication type operation, making it a semigroup with an identity element. This multiplication leads to idempotent DD-norms. We characterize the set of idempotent DD-norms. Iterating the multiplication provides a track of DD-norms, whose limit exists and is again a DD-norm. If this iteration is repeatedly done on the same DD-norm, then the limit of the track is idempotent.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 139, July 2015, Pages 283–294
نویسندگان
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