Multivariate Extremes of Random Properties of Particles in Supercritical Branching Processesстатья
Информация о цитировании статьи получена из
Web of Science,
Scopus
Статья опубликована в журнале из списка Web of Science и/или Scopus
Дата последнего поиска статьи во внешних источниках: 4 февраля 2014 г.
Аннотация:We consider supercritical branching processes with discrete time, where each particle has several random properties. We are interested in the maxima of these properties in the population. Two cases are considered: the regular case (when the number of direct descendants has finite first and second moments and the joint distribution of the properties belongs to the domain of attraction of some multidimensional extremal law), and a more general case. Classes of nondegenerate limit laws for multivariate extremes under linear normalization are described. Emphasis is put on dependence structures described by copulas. For them, we obtain a functional equation and prove a theorem about continuation. A connection with max-semistable distribution is established.