EXTREMES: A CONTINUOUS-TIME PERSPECTIVE

DOI10.1017/S0269964805050163MaRDI QIDQ5315621zbMATH OpenOpenAlexFDO

Authors Iddo I. Eliazar

Publication date 9 September 2005

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964805050163

zbMATH Keywords

Poisson point processrecord timesrecord values

Mathematics Subject Classification ID

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

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Cites work

• Random record models
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(4)

• Independent Poisson processes generated by record values and inter-record times
• On extremes and streams of upcrossing.
• Extremes of interarrival times of a Poisson process under conditioning
• Paretian Poisson processes

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