- Prof. Stilian Stoev – Department of Statistics – University of Michigan
- FCUL (DEIO) – Campo Grande – Bloco C/6 Piso 4 – Sala 6.4.30- 14h 30m
- Quarta-feira, 16 de Julho de 2008
Seminar (StStoevmax-ergo-talk)
Abstract: Max-stable stochastic processes and fields arise in the limit of component-wise maxima of independent processes (fields, respectively), under appropriate centering and normalization. In this talk, various representations of max-stable processes (fields) will be discussed. Then, in terms of these “spectral” representations, necessary and sufficient conditions for the ergodicity and mixing of stationary max-stable processes will be presented.
The large classes of moving maxima and mixed moving maxima processes are show to be mixing. Other examples of ergodic doubly stochastic processes and non-ergodic processes will be given. The developed ergodicity and mixing conditions involve a certain measure of dependence. We will address the statistical problem of estimating this measure of dependence and discuss some open problems.