No-tie conditions for large values of extremal processes

DOI10.1007/978-3-030-83309-1_13MaRDI QIDQ2080152zbMATH OpenOpenAlexFDO

Authors Yuguang Ipsen, Ross A. Maller

Publication date 7 October 2022

Full work available at URL https://doi.org/10.1007/978-3-030-83309-1_13

zbMATH Keywords

extremal processesextreme valuesLévy processesno tie conditionsPoisson point processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

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Cites work

• An Introduction to the Theory of Point Processes
• Convergence to stable limits for ratios of trimmed Lévy processes and their jumps
• Distributional representations and dominance of a Lévy process over its maximal jump processes
• Functional laws for trimmed Lévy processes
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3560403 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Inverses of extremal processes
• Processes of \(r^{th}\) largest
• Randomly weighted self-normalized Lévy processes
• Ratios of ordered points of point processes with regularly varying intensity measures
• SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
• Small-time almost-sure behaviour of extremal processes
• Stochastic compactness of Lévy processes
• The limit distribution of ratios of jumps and sums of jumps of subordinators
• The structure of extremal processes
• Trimmed Lévy processes and their extremal components

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