Limit theorems for extremal flows of events

DOI10.1134/S0001434609070207MaRDI QIDQ736222zbMATH OpenOpenAlexFDO

Authors V. P. Demichev

Publication date 27 October 2009

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0001434609070207

zbMATH Keywords

Cox processflow of eventsGaussian systemindependent random variablelimit theoremPoisson processStirling's formula

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Special processes (60K99)

Recommendations

• Asymptotic behavior of generalized nonordinary Cox processes
• The limit distribution for the multivariate generalized Cox process
• Limit theorems for extremal processes generated by a point process with correlated time and space components
• On rare and extreme events

Cites work

• Extremes and related properties of random sequences and processes
• Limit Theorems for the Maximum Term in Stationary Sequences

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