Maxima of moving sums in a Poisson random field
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Publication:3644299
DOI10.1239/aap/1253281058zbMath1179.60014arXiv0708.2764MaRDI QIDQ3644299
Publication date: 4 November 2009
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.2764
Gaussian process; random field; large deviations; change of measure; scan statistics; marked Poisson process; moving sums
60G10: Stationary stochastic processes
60F10: Large deviations
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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One dimensional scan statistics generated by some dependent stationary sequences, Limiting distribution for the maximal standardized increment of a random walk, Approximations and inequalities for moving sums, Variable Window Scan Statistics for Normal Data
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