Tail asymptotics and precise large deviations for some Poisson cluster processes

DOI10.1017/APR.2024.32MaRDI QIDQ7008620zbMATH OpenFDO

Authors Fabien Baeriswyl, V. Chavez-Demoulin, Olivier Wintenberger

Publication date 21 March 2025

Published in Advances in Applied Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

large deviationsHawkes processrandom sumsrandom maximarenewal Poisson cluster process

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

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