  Let $W_i,i\in{\mathbb{N}}$, be independent copies of a zero-mean Gaussian
process $\{W(t),t\in{\mathbb{R}}^d\}$ with stationary increments and variance
$\sigma^2(t)$. Independently of $W_i$, let $\sum_{i=1}^{\infty}\delta_{U_i}$ be
a Poisson point process on the real line with intensity $e^{-y} dy$. We show
that the law of the random family of functions
$\{V_i(\cdot),i\in{\mathbb{N}}\}$, where $V_i(t)=U_i+W_i(t)-\sigma^2(t)/2$, is
translation invariant. In particular, the process
$\eta(t)=\bigvee_{i=1}^{\infty}V_i(t)$ is a stationary max-stable process with
standard Gumbel margins. The process $\eta$ arises as a limit of a suitably
normalized and rescaled pointwise maximum of $n$ i.i.d. stationary Gaussian
processes as $n\to\infty$ if and only if $W$ is a (nonisotropic) fractional
Brownian motion on ${\mathbb{R}}^d$. Under suitable conditions on $W$, the
process $\eta$ has a mixed moving maxima representation.
