Ratios of ordered points of point processes with regularly varying intensity measures

DOI10.1016/J.SPA.2018.02.015MaRDI QIDQ1756963zbMATH OpenOpenAlexWikidataFDO

Authors Yuguang Ipsen, Ross A. Maller, Sidney I. Resnick

Publication date 28 December 2018

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.09653

zbMATH Keywords

trimmingnegative binomialregular variationorder statisticsPoisson pointsLévy process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Abstract: We study limiting properties of ratios of ordered points of point processes whose intensity measures have regularly varying tails, giving a systematic treatment which points the way to "large-trimming" properties of extremal processes and a variety of applications. Our point process approach facilitates a connection with the negative binomial process of Gregoire (1984) and consequently to certain generalised versions of the Poisson-Dirichlet distribution.

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Cited in

(5)

• Trimmed Lévy processes and their extremal components
• Convergence of extreme values of Poisson point processes at small times
• Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes
• Size biased sampling from the Dickman subordinator
• No-tie conditions for large values of extremal processes

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