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

DOI10.1016/J.SPA.2018.02.015zbMATH Open1403.60041arXiv1707.09653OpenAlexW2962883703WikidataQ130139649 ScholiaQ130139649MaRDI QIDQ1756963FDOQ1756963

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)

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.

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

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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)

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Cited In (5)

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

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