Extremal point processes and intermediate quantile functions

DOI10.1007/BF01193943MaRDI QIDQ1120893zbMATH OpenOpenAlexFDO

Authors Andre R. Dabrowski

Publication date 1990

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01193943

zbMATH Keywords

invariance principleplanar point processesquantile functionsstrong approximation for triangular arrays

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Order statistics; empirical distribution functions (62G30)

Review text

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.

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Cites work

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Cited in

(3)

• Kac's representation from an asymptotic viewpoint
• Extremes of independent stochastic processes: a point process approach
• Integrated cumulative error (ICE) distance for non-nested mixture model selection: application to extreme values in metal fatigue problems

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