{
  "id": "1506.03927",
  "version": "v1",
  "published": "2015-06-12T08:14:01.000Z",
  "updated": "2015-06-12T08:14:01.000Z",
  "title": "Conditional independence among max-stable laws",
  "authors": [
    "Ioannis Papastathopoulos",
    "Kirstin Strokorb"
  ],
  "comment": "9 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "Let $X$ be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint sub-vectors of $X$ given the remaining components implies their joint independence. We conclude that a broad class of tractable max-stable models cannot exhibit an interesting Markov structure.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-06-12T08:14:01.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "conditional independence",
      "max-stable laws",
      "max-stable random vector",
      "remaining components implies",
      "joint independence"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 9,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150603927P"
    }
  }
}