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A spectral representation for max-stable processes. (English) Zbl 0597.60050
Summary: The elements of an arbitrary max-stable sequence are exhibited as functionals of a 2-dimensional Poisson point process. The result is extended to a continuous time max-stable process that is continuous in probability. We define an analogue of a stochastic integral appropriate for this context.

60H05 Stochastic integrals
62M20 Inference from stochastic processes and prediction
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