On exceedances of high levels

DOI10.1016/j.spa.2011.09.003zbMath1234.60059MaRDI QIDQ665441

Aihua Xia, Serguei Novak

Publication date: 5 March 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.09.003

zbMATH Keywords

extreme values; compound Poisson approximation; total variation distance; negative binomial approximation; Poisson cluster process

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60F05: Central limit and other weak theorems

60G70: Extreme value theory; extremal stochastic processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

Compound Poisson approximation, Stein's method for conditional compound Poisson approximation

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