Relationship between Extremal and Sum Processes Generated by the same Point Process


Autoria(s): Pancheva, E.; Mitov, I.; Volkovich, Z.
Data(s)

21/07/2016

21/07/2016

2009

Resumo

2000 Mathematics Subject Classification: Primary 60G51, secondary 60G70, 60F17.

We discuss weak limit theorems for a uniformly negligible triangular array (u.n.t.a.) in Z = [0, ∞) × [0, ∞)^d as well as for the associated with it sum and extremal processes on an open subset S . The complement of S turns out to be the explosion area of the limit Poisson point process. In order to prove our criterion for weak convergence of the sum processes we introduce and study sum processes over explosion area. Finally we generalize the model of u.n.t.a. to random sample size processes.

Identificador

Serdica Mathematical Journal, Vol. 35, No 2, (2009), 169p-194p

1310-6600

http://hdl.handle.net/10525/2655

Idioma(s)

en

Publicador

Institute of Mathematics and Informatics Bulgarian Academy of Sciences

Palavras-Chave #Extremal Processes #Increasing Processes with Independent Increments #Weak Limit Theorems #Levy Measure #Poisson Point Processes #Bernoulli Point Processes #Random Sample Size
Tipo

Article