High-Level exceedances of regenerative and semi-stationary processes

DOI10.2307/3213031zbMath0428.60046OpenAlexW4250078126MaRDI QIDQ3865217

Richard F. Serfozo

Publication date: 1980

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

Full work available at URL: https://doi.org/10.2307/3213031

zbMATH Keywords

weak convergenceMarkov chainshigh-level exceedancesregenerative processesM/M/s queuethinning of point processessemi- stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

Convergence of thinning processes using compensators ⋮ Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains. ⋮ Extremes of Markov sequences ⋮ Semicontinuous processes in multi-dimensional extreme value theory ⋮ Limit theorems for mixed max-sum processes with renewal stopping ⋮ Ordered thinnings of point processes and random measures

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