Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution

DOI10.1112/jlms.12332zbMath1458.37007arXiv1808.02970WikidataQ122112914 ScholiaQ122112914MaRDI QIDQ5141875

Miguel Abadi, Jorge Milhazes Freitas, Ana Cristina Moreira Freitas

Publication date: 22 December 2020

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.02970

zbMATH Keywords

stochastic processes; extremal index; clustering of rare events

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

37A50: Dynamical systems and their relations with probability theory and stochastic processes

37H10: Generation, random and stochastic difference and differential equations

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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Cites Work

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