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  • Search: subject:"Probability of hitting more than once"
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Functional D-norm 1 Hitting probability 1 Max-stable process 1 Probability of hitting more than once 1 Total dependence process 1
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Hofmann, Martin 1
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Statistics & Probability Letters 1
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On the hitting probability of max-stable processes
Hofmann, Martin - In: Statistics & Probability Letters 83 (2013) 11, pp. 2516-2521
The probability that a max-stable process η in C[0,1] with identical marginal distribution function F hits x∈R with 0F(x)1 is the hitting probability of x. We show that the hitting probability is always positive, unless the components of η are completely dependent. Moreover, we consider the...
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