We revisit conservative/dissipative and positive/null decompositions of stationary max-stable processes. Originally, both decompositions were defined in an abstract way based on the underlying non-singular flow representation. We provide simple criteria which allow to tell whether a given spectral function belongs to the conservative/dissipative or positive/null part of the de Haan spectral representation. Specifically, we prove that a spectral function is null-recurrent iff it converges to in the Ces`{a}ro sense. For processes with locally bounded sample paths we show that a spectral function is dissipative iff it converges to . Surprisingly, for such processes a spectral function is integrable a.s. iff it converges to a.s. Based on these results, we provide new criteria for ergodicity, mixing, and existence of a mixed moving maximum representation of a stationary max-stable process in terms of its spectral functions. In particular, we study a decomposition of max-stable processes which characterizes the mixing property.

生成讲解博客的中文版本

生成AI智能校验的中文版本