Limit theorems for strongly mixing stationary random measures

DOI10.1016/0304-4149(90)90093-8zbMath0736.60046OpenAlexW1984383014MaRDI QIDQ1174263

Tailen Hsing, M. Ross Leadbetter

Publication date: 25 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(90)90093-8

zbMATH Keywords

weak convergencecompound Poisson processrandom measuresLaplace functionalstationary stochastic processlimiting behavior of the exceedance measures

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Random measures (60G57)

Related Items (9)

On some estimates based on sample behavior near high level excursions ⋮ On high level exceedance modeling and tail inference ⋮ Extreme value theory for a class of nonstationary time series with applications ⋮ Extreme value theory for stochastic processes ⋮ On level crossings for a general class of piecewise-deterministic Markov processes ⋮ On multiple-level excursions by stationary processes with deterministic peaks ⋮ On a basis for peaks over threshold modeling ⋮ On the distribution of tail array sums for strongly mixing stationary sequences ⋮ On the excursion random measure of stationary processes

Cites Work

• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• On the extreme order statistics for a stationary sequence
• Sojourns and extremes of stationary processes
• Some Limit Theorems for Random Functions. I
• Extremes and local dependence in stationary sequences
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