The strong approximation of extremal processes (II)

DOI10.1007/BF00532159MaRDI QIDQ3949726zbMATH OpenFDO

Authors P. Deheuvels

Publication date 1983

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00532159

zbMATH Keywords

extremal processesextreme value distributionsmaximaPoisson processesstrong approximation

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites work

• A new autoregressive time series model in exponential variables (NEAR(1))
• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• Extremal Processes
• First-order autoregressive gamma sequences and point processes
• Functional limit theorems for extreme values of arrays of independent random variables
• scientific article; zbMATH DE number 3502502 (Why is no real title available?)
• scientific article; zbMATH DE number 3527576 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• scientific article; zbMATH DE number 3439738 (Why is no real title available?)
• scientific article; zbMATH DE number 3282315 (Why is no real title available?)
• scientific article; zbMATH DE number 3395114 (Why is no real title available?)
• Inverses of extremal processes
• On discrete time extremal processes
• The strong approximation of extremal processes
• The structure of extremal processes

Cited in

(12)

• Independent Poisson processes generated by record values and inter-record times
• Strong approximations of k-th records and k-th record times by Wiener processes
• On independence of k-record processes: Ignatov's theorem revisited
• Strong approximation of maxima by extremal processes
• Processes of \(r^{th}\) largest
• Doob, Ignatov and optional skipping.
• Strong approximation of the number of renewal paced record times
• The k-record processes are i.i.d.
• The complete characterization of the upper and lower class of the record and inter-record times of an I.I.D. sequence
• An Estimator of the Exponent of Regular Variation Based on K-Record Values
• Strong Approximations For It-Records And Records In TheF^α-Scheme-A Duality
• \(K\)-th record values and their basic properties

This page was built for publication: The strong approximation of extremal processes (II)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3949726)