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arXiv · 2005.13383

Choquet random sup-measures with aggregations

Yizao Wang
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Abstract

A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregated model. Because of the aggregations, the finite-dimensional distributions of introduced random sup-measures do not necessarily have classical extreme-value distributions. Examples include the recently introduced stable-regenerative random sup-measures as a special case.

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Yizao Wang. 2020-05-27. Choquet random sup-measures with aggregations. https://arxiv.org/abs/2005.13383

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