Strictly stable distributions on convex cones
نویسندگان
چکیده
منابع مشابه
Convex geometry of max-stable distributions
It is shown that max-stable random vectors in [0,∞)d with unit Fréchet marginals are in one to one correspondence with convex sets K in [0,∞)d called max-zonoids. The max-zonoids can be characterised as sets obtained as limits of Minkowski sums of cross-polytopes or, alternatively, as the selection expectation of a random crosspolytope whose distribution is controlled by the spectral measure of...
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We introduce the notion of a Tits arrangement on a convex open cone as a special case of (infinite) simplicial arrangements. Such an object carries a simplicial structure similar to the geometric representation of Coxeter groups. The standard constructions of subarrangements and restrictions, which are known in the case of finite hyperplane arrangements, work as well in this more general settin...
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In this paper, firstly, we obtain some new results about bornological convergence in locally convex cones (which was studied in [1]) and then we introduce the concept of bornological completion for locally convex cones. Also, we prove that the completion of a bornological locally convex cone is bornological. We illustrate the main result by an example.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2008
ISSN: 1083-6489
DOI: 10.1214/ejp.v13-487