By considering pointwise maxima of independent stationary random processes with dependent Cauchy marginals, we define a new process whose univariate limit distributions are Fréchet and the bivariate distributions interpolate between independence and complete dependence. The limiting dependence...

Let X={X(s)}s∈S be an almost sure continuous stochastic process (S compact subset of Rd) in the domain of attraction of some max-stable process, with index function constant over S. We study the tail distribution of ∫SX(s)ds, which turns out to be of Generalized Pareto type with an extra...