No-tie conditions for large values of extremal processes

DOI10.1007/978-3-030-83309-1_13zbMath1496.60056OpenAlexW4213025645MaRDI QIDQ2080152

Yuguang Ipsen, Ross A. Maller

Publication date: 7 October 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-83309-1_13

zbMATH Keywords

Lévy processesextreme valuesPoisson point processesextremal processesno tie conditions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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