Maxima of Poisson-like variables and related triangular arrays

DOI10.1214/aoap/1043862420zbMath0897.60052OpenAlexW2036855940MaRDI QIDQ1379717

Stuart G. Coles, Clive W. Anderson, Juerg Hüsler

Publication date: 30 September 1998

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

Full work available at URL: https://doi.org/10.1214/aoap/1043862420

zbMATH Keywords

extreme valuesPoisson distributiontriangular arraysmodeling of extremes

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

Related Items (25)

Extreme value modelling of water-related insurance claims ⋮ Two-point concentration in random geometric graphs ⋮ Large Fork-Join Queues with Nearly Deterministic Arrival and Service Times ⋮ Node profiles of symmetric digital search trees: Concentration properties ⋮ A note on the asymptotics of the maxima for the St. Petersburg game ⋮ On the maxima of suprema of dependent Gaussian models ⋮ Approximate confidence and tolerance limits for the discrete Pareto distribution for characterizing extremes in count data ⋮ Discretization of distributions in the maximum domain of attraction ⋮ Extremes of geometric variables with applications to branching processes. ⋮ Asymptotics of joint maxima for discontinuous random variables ⋮ Limit distributions for the bivariate geometric maxima ⋮ On testing extreme value conditions ⋮ The conditional maximum of Poisson random variables ⋮ Maxima of Dirichlet and triangular arrays of gamma variables ⋮ Condition for convergence of maxima of random triangular arrays ⋮ Simulation of multivariate extreme values ⋮ Extremal limit laws for a class of bivariate Poisson vectors ⋮ The distribution of the maximum of a first-order moving average: The discrete casex ⋮ Mixed Poisson distributions tail equivalent to their mixing distributions ⋮ Positive solutions for large random linear systems ⋮ The distribution of the maximum number of common neighbors in the random graph ⋮ Networks of random trees as a model of neuronal connectivity ⋮ Limit distributions for the maxima of discrete random variables under monotone normalization ⋮ A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches ⋮ Rates of convergence for extremes of geometric random variables and marked point processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Extremes and related properties of random sequences and processes
• A note on Poisson maxima
• Local limit theorems for the maxima of discrete random variables
• Extreme value theory for a class of discrete distributions with applications to some stochastic processes
• Large deviations of sums of independent random variables

This page was built for publication: Maxima of Poisson-like variables and related triangular arrays