论文标题
带有聚合的choquet随机sup测量
Choquet random sup-measures with aggregations
论文作者
论文摘要
引入了Choquet随机SUP测量的变化。这些随机的sup测量显示为一般聚合模型的经验随机sup测量的缩放限制。由于聚集，因此引入的随机SUP测量的有限维分布不一定具有经典的极值分布。例子包括最近引入的稳定再生随机SUP测量作为特殊情况。
A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregated model. Because of the aggregations, the finite-dimensional distributions of introduced random sup-measures do not necessarily have classical extreme-value distributions. Examples include the recently introduced stable-regenerative random sup-measures as a special case.
