Small-time almost-sure behaviour of extremal processes

DOI10.1017/APR.2017.7zbMATH Open1425.60046OpenAlexW2667989023MaRDI QIDQ5233175FDOQ5233175

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

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zbMATH Keywords

extremal processrelative stabilityupper and lower classesfractal propertyLévy flightLévy dust

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Cites Work

• Extreme value theory. An introduction.
• Sur la distribution limite du terme maximum d'une série aléatoire
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• Introductory lectures on fluctuations of Lévy processes with applications.
• Point processes and queues. Martingale dynamics
• Title not available (Why is that?)
• On the Rate of Growth of the Partial Maxima of a Sequence of Independent Identically Distributed Random Variables.
• Title not available (Why is that?)
• The structure of extremal processes
• Inverses of extremal processes
• Almost sure stability of maxima
• Distributional representations and dominance of a Lévy process over its maximal jump processes
• Strong laws at zero for trimmed Lévy processes
• Regular variation and the stability of maxima
• On the Limit Behaviour of Extreme Order Statistics
• The minimal growth rate of partial maxima
• On the relative stability of large order statistics
• The Robbins-Siegmund series criterion for partial maxima
• A point-process approach to almost-sure behaviour of record values and order statistics
• On Klass' series criterion for the minimal growth rate of partial maxima

Cited In (4)

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

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