Max-stable sketches: estimation of Lp-norms, dominance norms and point queries for non-negative signals

Stilian A. Stoev, Murad S. Taqqu

Max-stable random sketches can be computed efficiently on fast streaming positive data sets by using only sequential access to the data. They can be used to answer point and Lp-norm queries for the signal. There is an intriguing connection between the so-called p-stable (or sum-stable) and the max-stable sketches. Rigorous performance guarantees through error-probability estimates are derived and the algorithmic implementation is discussed.

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