Title	Maxima of stable processes, the range of a stable subordinator and the gap between Fréchet random variables and stable random variables
Creator	Samorodnitsky, Gennady
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2016-11-08T09:30
Description	Extremal limit theorems for certain long memort stationary stable processes lead unexpectedly to a nonlinear time change in the usual extremal process. Extending the convergence to the context of random sup measures reveals that the nonlinear time change is a result of a certain optimization procedure over ranges of i.i.d. stable subordinators. When the memory in the original stationary stable process is particularly long, new random variables may appear in the limit, whose laws bridge the gap between Fréchet and stable random variables.
Extent	28 minutes
Subject	Mathematics; Probability theory and stochastic processes; Functional analysis; Probability / statistical mechanics
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Cornell University
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2017-06-17
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0348328
URI	http://hdl.handle.net/2429/62011
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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