{
  "id": "1206.5913",
  "version": "v1",
  "published": "2012-06-26T08:19:14.000Z",
  "updated": "2012-06-26T08:19:14.000Z",
  "title": "On the Hitting Probability of Max-Stable Processes",
  "authors": [
    "Martin Hofmann"
  ],
  "comment": "8 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-06-26T08:19:14.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G70"
    ],
    "keywords": [
      "hitting probability",
      "max-stable processes",
      "identical marginal distribution function",
      "standard msp hit",
      "sufficient condition"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 8,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1206.5913H"
    }
  }
}