Compound Poisson approximation for the distribution of extremes

DOI10.1239/aap/1019160958zbMath1005.60065OpenAlexW2123187586MaRDI QIDQ4547106

Aihua Xia, Serguei Novak, Andrew David Barbour

Publication date: 19 February 2003

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1019160958

zbMATH Keywords

Wasserstein metricextreme valuespoint processescompound Poisson processexceedances

Mathematics Subject Classification ID

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

Related Items (11)

Compound Poisson approximation ⋮ On the rate of Poisson process approximation to a Bernoulli process ⋮ On the accuracy of multivariate compound Poisson approximation. ⋮ On exceedances of high levels ⋮ Approximation for expectations of unbounded functions of dependent integer-valued random variables ⋮ Multilevel clustering of extremes. ⋮ Poisson approximation ⋮ Rare events, temporal dependence, and the extremal index ⋮ Distance estimates for dependent superpositions of point processes ⋮ Stein's method for conditional compound Poisson approximation ⋮ Rates of convergence for extremes of geometric random variables and marked point processes

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