The asymptotic behavior of extrema of compound Cox processes with nonzero means
DOI10.1007/BF02674087zbMATH Open0963.60044OpenAlexW2054734077MaRDI QIDQ1586595FDOQ1586595
Authors: V. Yu. Korolev
Publication date: 13 June 2001
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02674087
Recommendations
convergence ratelimit theoremdoubly stochastic Poisson processcompound Cox processone-dimensional distributions of extrema
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Continuous-time Markov processes on discrete state spaces (60J27)
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Cited In (5)
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