On randomly spaced observations and continuous-time random walks

DOI10.1017/JPR.2016.47zbMath1351.60066arXiv1507.00191OpenAlexW2963918978MaRDI QIDQ2836238

Bojan Basrak, Drago Špoljarić

Publication date: 9 December 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.00191

zbMATH Keywords

point processextreme value theorysojourn timerenewal processcontinuous-time random walkexcursion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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