Inverses of extremal processes

DOI10.2307/1426300MaRDI QIDQ4772477zbMATH OpenOpenAlexFDO

Authors Sidney I. Resnick

Publication date 1974

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426300

Mathematics Subject Classification ID

Sample path properties (60G17) Markov processes (60J99)

Cited in

(13)

• Extremal limit theorems for observations separated by random power law waiting times
• Independent Poisson processes generated by record values and inter-record times
• Strong approximation of maxima by extremal processes
• On Lévy-Fréchet processes and related self-similar and semi-self-similar ones
• Processes of \(r^{th}\) largest
• No-tie conditions for large values of extremal processes
• Asymptotic behavior of a counting process in the maximum scheme
• Strong approximations of additive functionals of a planar Brownian motion.
• Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems
• The asymptotic behavior of a counting process in the max-scheme. A discrete case
• A STOCHASTIC PROCESS THAT IS AUTOREGRESSIVE IN TWO DIRECTIONS OF TIME.
• The strong approximation of extremal processes (II)
• Small-time almost-sure behaviour of extremal processes

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