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

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