Summary
We consider the class of stationary stochastic processes whose margins are jointly min-stable. We show how the scalar elements can be generated by a single realization of a standard homogeneous Poisson process on the upper half-strip [0,1]×R + and a group of L 1-isometries. We include a Dobrushin-like result for the realizations in continuous time.
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de Haan, L., Pickands, J. Stationary min-stable stochastic processes. Probab. Th. Rel. Fields 72, 477–492 (1986). https://doi.org/10.1007/BF00344716
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DOI: https://doi.org/10.1007/BF00344716