Maxima of continuous-time stationary stable processes

Authors
Samorodnitsky, Gennady
Citation
Samorodnitsky, Gennady, Maxima of continuous-time stationary stable processes, Advances in applied probability , 36(2), 2004, pp. 805-823
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
36
Issue
2
Year of publication
2004
Pages
805 - 823
Database
ACNP
SICI code
Abstract
We study the suprema over compact time intervals of stationary locally bounded a-stable processes. The behaviour of these suprema as the length of the time interval increases turns out to depend significantly on the ergodic-theoretical properties of a flow generating the stationary process.