Extreme shock models
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Publication:5926465
DOI10.1023/A:1009959004020zbMath0962.60016MaRDI QIDQ5926465
Publication date: 1 March 2001
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009959004020
moments; shock; convergence; first passage times; intershock time; renewal theory; stopped random walk
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
60K15: Markov renewal processes, semi-Markov processes
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