A cluster-limit theorem for infinitely divisible point processes

DOI10.1080/02331888.2010.541252MaRDI QIDQ5402575zbMATH OpenOpenAlexFDO

Authors Sana Louhichi, Raluca M. Balan

Publication date 14 March 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0911.5471

zbMATH Keywords

extremal indexpoint processinfinite divisibilityweak dependenceexceedance process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

Abstract: In this article, we consider a sequence $(N_n{)}_{ngeq1}$ of point processes, whose points lie in a subset $E$ of $$, and satisfy an asymptotic independence condition. Our main result gives some necessary and sufficient conditions for the convergence in distribution of $(N_n{)}_{ngeq1}$ to an infinitely divisible point process $N$. As applications, we discuss the exceedance processes and point processes based on regularly varying sequences.

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Cited in

(7)

• Thinning of Cluster Processes: Convergence of Sums of Thinned Point Processes
• Le Cam theorem on interval division by randomly chosen points: Pedagogical explanations and application to temporal cluster detection
• Explicit conditions for the convergence of point processes associated to stationary arrays
• Pair correlation functions and limiting distributions of iterated cluster point processes
• Convergence of point processes with weakly dependent points
• On the convergence for null-arrays of the point processes
• On the convergence of point processes in a model of no space-time clustering

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