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 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)

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Cites work

• 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?)
• A point-process approach to almost-sure behaviour of record values and order statistics
• Almost sure stability of maxima
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• Extreme value theory. An introduction.
• Introductory lectures on fluctuations of Lévy processes with applications.
• Inverses of extremal processes
• On Klass' series criterion for the minimal growth rate of partial maxima
• On the Limit Behaviour of Extreme Order Statistics
• On the Rate of Growth of the Partial Maxima of a Sequence of Independent Identically Distributed Random Variables.
• On the relative stability of large order statistics
• Point processes and queues. Martingale dynamics
• Regular variation and the stability of maxima
• Strong laws at zero for trimmed Lévy processes
• Sur la distribution limite du terme maximum d'une série aléatoire
• The Robbins-Siegmund series criterion for partial maxima
• The minimal growth rate of partial maxima
• The structure of extremal processes

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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