Processes of \(r^{th}\) largest

DOI10.1007/s10687-018-0308-xzbMath1403.60025arXiv1607.08674OpenAlexW2963271672WikidataQ130200998 ScholiaQ130200998MaRDI QIDQ1633429

Boris Buchmann, Sidney I. Resnick, Ross A. Maller

Publication date: 20 December 2018

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.08674

zbMATH Keywords

domain of attractionMarkov propertyextremesextremal process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

K-th Record Values and Their Basic Properties ⋮ Convergence of extreme values of Poisson point processes at small times ⋮ Trimmed Lévy processes and their extremal components ⋮ Ratios of ordered points of point processes with regularly varying intensity measures ⋮ Limiting behavior of the ratio of \(k\)th records ⋮ No-tie conditions for large values of extremal processes

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