Extremal Processes with One Jump
نویسنده
چکیده
Convergence of a sequence of deterministic functions in the Skorohod topology d 0;? implies convergence of the jumps. For processes with independent additive increments the ®xed discontinuities converge. In this paper it will be shown that this is not true for processes with independent max-increments. The limit in d 0;? of a sequence of stochastically continuous extremal processes may have ®xed discontinuities. Our construction makes use of stochastically continuous extremal processes whose sample functions have only one jump.
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