Extremal theory for stochastic processes

DOI10.1214/AOP/1176991767zbMath0648.60039OpenAlexW2076877070MaRDI QIDQ1105274

Holger Rootzén, M. Ross Leadbetter

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991767

zbMATH Keywords

moving averagescentral limit problemconvergence results for point processesnonnormal stable distributionstheory of extremes of stationary sequences and processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Sample path properties (60G17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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