Extremes of independent stochastic processes: a point process approach

DOI10.1007/s10687-016-0243-7zbMath1339.60061arXiv1109.6209OpenAlexW1605292705MaRDI QIDQ291403

Clément Dombry, Frédéric Eyi-Minko

Publication date: 7 June 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.6209

zbMATH Keywords

weak convergenceGaussian processself-similaritypoint processextreme value theoryfunctional regular variationspartial maxima processsuperextremal process

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Representations of \(\max\)-stable processes via exponential tilting ⋮ The extremes of dependent chi-processes attracted by the Brown-Resnick process ⋮ Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes ⋮ A note on vague convergence of measures ⋮ Hidden regular variation for point processes and the single/multiple large point heuristic

Uses Software

• GAUSSIAN

Cites Work

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