Weak convergence to extremal processes

DOI10.1214/AOP/1176996221MaRDI QIDQ1223865zbMATH OpenOpenAlexFDO

Authors Sidney I. Resnick

Publication date 1975

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176996221

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Markov processes (60J99)

Cited in

(19)

• Weak convergence with random indices
• Decomposition for multivariate extremal processes
• On functional versions of the arc-sine law
• Multilevel clustering of extremes.
• Extremal limit theorems for observations separated by random power law waiting times
• Complete convergence and records for dynamically generated stochastic processes
• Extremes of independent stochastic processes: a point process approach
• Processes of \(r^{th}\) largest
• Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems
• A connection between extreme value theory and long time approximation of SDEs
• Extremal point processes and intermediate quantile functions
• Extremes of stochastic volatility models
• On the extreme order statistics for a stationary sequence
• On distribution-free inference for record-value data with trend
• Limit laws for upper and lower extremes from stationary mixing sequences
• \(K\)-th record values and their basic properties
• On the exceedance point process for a stationary sequence
• On the characterization of certain point processes
• Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution

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