Extremal point processes and intermediate quantile functions

DOI10.1007/BF01193943zbMATH Open0673.60033OpenAlexW2089785476MaRDI QIDQ1120893FDOQ1120893

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

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zbMATH Keywords

invariance principlequantile functionsplanar point processesstrong approximation for triangular arrays

Mathematics Subject Classification ID

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

Cites Work

• Some Limit Theorems for Stationary Processes
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• The two-dimensional Poisson process and extremal processes
• Sur la distribution limite du terme maximum d'une série aléatoire
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• On Extreme Order Statistics
• On extreme values in stationary sequences
• Weak convergence to extremal processes
• Extremal Processes
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• Almost sure invariance principles for weakly dependent vector-valued random variables
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• Approximation theorems for independent and weakly dependent random vectors
• Central limit theorems for sums of extreme values
• Approximation of partial sums of i.i.d.r.v.s when the summands have only two moments
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• Characterization and convergence of random measures and point processes
• Limiting multivariate distributions of intermediate order statistics
• On the tail behaviour of quantile processes
• Approximation of intermediate quantile processes
• An almost sure invariance principle for triangular arrays of banach space valued random variables
• A note on a theorem of Berkes and Philipp
• Weak and \(L^p\)-invariance principles for sums of \(B\)-valued random variables
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• Invariance principles in probability for stable processes generated by a class of dependent sequences

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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