Tail asymptotics and precise large deviations for some Poisson cluster processes
From MaRDI portal
Cites work
- A characterization of multivariate regular variation.
- A cluster process representation of a self-exciting process
- Adaptive estimation for Hawkes processes; application to genome analysis
- An Introduction to the Theory of Point Processes
- An Introduction to the Theory of Point Processes
- Asymptotic analysis for personalized web search
- Asymptotics of randomly stopped sums in the presence of heavy tails
- Estimating value-at-risk: a point process approach
- Extremal properties of evolving networks: local dependence and heavy tails
- Extreme value theory for time series. Models with power-law tails
- Extreme value theory. An introduction.
- Generalized PageRank on directed configuration networks
- Heavy-Tail Phenomena
- Heavy-tailed branching process with immigration
- Higher-order Lindley equations
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- Importance sampling for maxima on trees
- In-Degree and PageRank: why do they follow similar power laws?
- Information ranking and power laws on trees
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
- Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
- Large deviations for heavy-tailed random sums in compound renewal model
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Large deviations of heavy-tailed sums with applications in insurance
- Large deviations of sums of independent random variables
- Limit theorems for marked Hawkes processes with application to a risk model
- Maxima and sums of non-stationary random length sequences
- Modeling teletraffic arrivals by a Poisson cluster process
- Non-life insurance mathematics. An introduction with the Poisson process
- On extremes of random clusters and marked renewal cluster processes
- On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
- On the total claim amount for marked Poisson cluster models
- PageRank in Scale-Free Random Graphs
- PageRank's behavior under degree correlations
- Point Process Calculus in Time and Space
- Precise large deviations for dependent random variables with heavy tails
- Precise large deviations for sums of random variables with consistently varying tails
- Rainfall modelling using Poisson-cluster processes: a review of developments
- Regular variation for measures on metric spaces
- Regular variation in a fixed-point problem for single- and multi-class branching processes and queues
- Regular variation of a random length sequence of random variables and application to risk assessment
- Regularly varying functions
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
- Risk processes with non-stationary Hawkes claims arrivals
- Spectra of some self-exciting and mutually exciting point processes
- Stability and busy periods in a multiclass queue with state-dependent arrival rates
- Sur un mode de croissance régulière. Théorèmes fondamentaux
- Tail probabilities for infinite series of regularly varying random vectors
- Tails of random sums of a heavy-tailed number of light-tailed terms
This page was built for publication: Tail asymptotics and precise large deviations for some Poisson cluster processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7008620)