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...