Martin Hofmann
Published 2012-06-26Version 1
The probability that a max-stable process {\eta} in C[0, 1] with identical marginal distribution function F hits x \in R with 0 < F (x) < 1 is the hitting probability of x. We show that the hitting probability is always positive, unless the components of {\eta} are completely dependent. Moreover, we consider the event that the paths of standard MSP hit some x \in R twice and we give a sufficient condition for a positive probability of this event.
On the Structure and Representations of Max--Stable Processes
Systematic co-occurrence of tail correlation functions among max-stable processes
Existence and uniqueness of global strong solutions for SDEs with jumps under a new sufficient condition
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