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Abstract <p> The paper presents a new approach to the complexification of max-stable distributions. Unlike the previously known one, random angles are used. For the real and imaginary components, marginal distributions are found, and the dependence is studied using copulas and other characteristics. A limit theorem is proved. </p>

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A New Approach to the Complexification of Max-Stable Distributions Using Random Angles

  • 期刊论文

  • 发表日期：

    2025年10月1日

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  • A. A. Goldaeva,
  • A. V. Lebedev

摘要

Abstract

The paper presents a new approach to the complexification of max-stable distributions. Unlike the previously known one, random angles are used. For the real and imaginary components, marginal distributions are found, and the dependence is studied using copulas and other characteristics. A limit theorem is proved.