Extremal point processes and intermediate quantile functions (Q1120893)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Extremal point processes and intermediate quantile functions
scientific article

    Statements

    Extremal point processes and intermediate quantile functions (English)
    0 references
    1990
    0 references
    We prove an invariance principle in probability for planar point processes associated with extremal processes. The underlying sequence of random variables is absolutely regular, and satisfies a local asymptotic independence condition. A strong approximation for triangular arrays of such point processes is also stated. We apply these results to the weak convergence of intermediate quantile functions.
    0 references
    invariance principle
    0 references
    planar point processes
    0 references
    strong approximation for triangular arrays
    0 references
    quantile functions
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references