On rare and extreme events

DOI10.1016/S0960-0779(00)00046-1zbMath1019.60044OpenAlexW2042989654MaRDI QIDQ1862289

Henri-François Raynaud, Thierry E. Huillet

Publication date: 19 March 2003

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0960-0779(00)00046-1

zbMATH Keywords

partial sumsinfinite variancelimit theoremsrenewal processPareto tailinfinite expectation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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