On the number of points near the multivariate maxima (Q5956480): Difference between revisions

The paper presents results concerning the number of points near bivariate maxima. Namely, denote as \(\{X_i\), \(i\geq 1\}\) a sequence of independent and identically distributed random vectors with a common continuous distribution function. The paper considers both exact and asymptotic results for the number of elements of the sequence which fall in some random region determined by the componentwise maxima and in particular rectangle regions. Exact distributional results for the finite sample case are derived as well as the asymptotic behaviour for which a weak convergence result for a sequence of related point processes to a Cox process is provided. Extensions to the multivariate case are discussed.