One- versus multi-component regular variation and extremes of Markov trees - Segers, Johan (Advances in applied probability, 2020)
Keywords: Conditioning; Markov analysis; Original Article; Original Articles; Probability; Random variables; Random walk; River networks; Trees; Hüsler–Reiss distribution; Conditional independence; max-linear model; time change formula; graphical model; root change formula; tail measure; Markov tree; tail tree; Pickands dependence function; multivariate Pareto distribution; regular variation