Boundary crossing of order statistics point processes

DOI10.1016/j.jmaa.2016.10.044zbMath1357.60053OpenAlexW2545441904MaRDI QIDQ342919

Claude Lefèvre, Pierre-Olivier Goffard

Publication date: 18 November 2016

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.10.044

zbMATH Keywords

order statisticspoint processesboundary crossingAppell polynomialsAbel-Gontcharoff polynomials

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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