Small-time almost-sure behaviour of extremal processes
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Publication:5233175
DOI10.1017/apr.2017.7zbMath1425.60046OpenAlexW2667989023MaRDI QIDQ5233175
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
Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (3)
Convergence of extreme values of Poisson point processes at small times ⋮ Functional laws for trimmed Lévy processes ⋮ No-tie conditions for large values of extremal processes
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