Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails

DOI10.1239/jap/1269610814zbMath1202.60043arXiv0908.2913OpenAlexW2142740010MaRDI QIDQ3550986

Gennady Samorodnitsky, Henrik Hult

Publication date: 8 April 2010

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.2913

zbMATH Keywords

regular variationpoint processlarge deviationsstationary sequence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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