Compound Poisson approximation for regularly varying fields with application to sequence alignment
From MaRDI portal
Publication:2040067
DOI10.3150/20-BEJ1278zbMath1480.60136arXiv1809.00723OpenAlexW3112284764MaRDI QIDQ2040067
Publication date: 9 July 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.00723
regular variationpoint processrandom fieldscompound Poisson approximationGumbel distributiontail processlocal sequence alignment
Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (10)
The tail process and tail measure of continuous time regularly varying stochastic processes ⋮ Tail measures and regular variation ⋮ On the continuity of Pickands constants ⋮ The harmonic mean formula for random processes ⋮ On extremes of random clusters and marked renewal cluster processes ⋮ Palm theory for extremes of stationary regularly varying time series and random fields ⋮ On Berman functions ⋮ On maxima of stationary fields ⋮ Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices ⋮ Limit theorems for branching processes with immigration in a random environment
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A large deviations approach to limit theory for heavy-tailed time series
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
- Time reversal of random walks in one dimension
- Local alignment of Markov chains
- Regularly varying multivariate time series
- Large deviations techniques and applications.
- Two moments suffice for Poisson approximations: The Chen-Stein method
- An invariance principle for sums and record times of regularly varying stationary sequences
- The tail process revisited
- Tail measure and spectral tail process of regularly varying time series
- Polar decomposition of regularly varying time series in star-shaped metric spaces
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
- Approximate \(p\)-values for local sequence alignments.
- A Poisson model for gapped local alignments
- Critical phenomena for sequence matching with scoring
- Limit distribution of maximal non-aligned two-sequence segmental score
- Regularly varying random fields
- Marked point processes in discrete time
- A note on vague convergence of measures
- Distance estimates for dependent superpositions of point processes
- Stochastic Models with Power-Law Tails
- Random Measures, Theory and Applications
- An Approach to Proving Limit Theorems for Dependent Random Variables
- RANDOM WALK CONDITIONED TO STAY POSITIVE
- Applied Probability and Queues
- Heavy-Tailed Time Series
- Markov tail chains
- Probability
This page was built for publication: Compound Poisson approximation for regularly varying fields with application to sequence alignment
