Small-time almost-sure behaviour of extremal processes

DOI10.1017/APR.2017.7MaRDI QIDQ5233175zbMATH OpenOpenAlexFDO

Authors Peter C. Schmidli, Ross A. Maller

Publication date 16 September 2019

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

Full work available at URL http://hdl.handle.net/1885/247937

zbMATH Keywords

extremal processfractal propertyLévy dustLévy flightrelative stabilityupper and lower classes

Mathematics Subject Classification ID

Strong limit theorems (60F15) 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

• A point-process approach to almost-sure behaviour of record values and order statistics
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• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 5242364 (Why is no real title available?)
• scientific article; zbMATH DE number 3194856 (Why is no real title available?)
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• Strong laws at zero for trimmed Lévy processes
• Sur la distribution limite du terme maximum d'une série aléatoire
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• The Robbins-Siegmund series criterion for partial maxima
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Cited in

(4)

• Small gaps in the range of stable processes
• No-tie conditions for large values of extremal processes
• Convergence of extreme values of Poisson point processes at small times
• Functional laws for trimmed Lévy processes

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