Max-compound Cox processes. I

DOI10.1007/S10958-019-04205-0zbMath1478.60149arXiv1912.02237OpenAlexW2917917138MaRDI QIDQ2314456

A. K. Gorshenin, I. A. Sokolov, V. Yu. Korolev

Publication date: 23 July 2019

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.02237

zbMATH Keywords

stochastic Poisson processmax-compound Cox processes

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

The Burr distribution as an asymptotic law for extreme order statistics and its application to the analysis of statistical regularities in the interplanetary magnetic field ⋮ Max-compound Cox processes. I

Cites Work

• On general asymptotic behaviour of order statistics with random index
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• Max-compound Cox processes. I
• Asymptotic Properties of Extrema of Compound Cox Processes and Their Applications to Some Problems of Financial Mathematics
• On the rate of Poisson convergence
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• On the limit distribution of the maximum of a random number of independent random variables
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