The asymptotic behavior of extrema of compound Cox processes with nonzero means

DOI10.1007/BF02674087zbMath0963.60044OpenAlexW2054734077MaRDI QIDQ1586595

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

zbMATH Keywords

convergence ratelimit theoremdoubly stochastic Poisson processcompound Cox processone-dimensional distributions of extrema

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on discrete state spaces (60J27) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Doubly stochastic Poisson processes
• Asymptotic behavior of compound nonordinary Cox processes with nonzero means
• A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
• On approximations to generalized Poisson distributions
• On Convergence of Distributions of Compound Cox Processes to Stable Laws
• Limit distribution of the maximum and minimum of successive cumulative sums of random variables

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