论文标题

关于极端过程和下属的并行性

On the Parallelism of Extremal Processes and Subordinators

论文作者

Cendejas, Ulises Pérez

论文摘要

我们通过Feller Semigroups理论研究了极端过程,从中可以观察到与下属的某些并行性。因此,我们观察到一个极端过程具有类似于拉普拉斯指数和下属措施的概念。这种方法还提供了极端过程的不变性原理的简短证明。

We study the extremal processes through Feller semigroups theory from which it is possible to observe some parallelism with subordinators. Consequently, we observe that an extremal process possesses concepts analogous to those of Laplace exponent and Lévy measure of a subordinator. This approach also yields a short proof of the invariance principle of the extremal processes.

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