On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable
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Publication:4819469
DOI10.1239/jap/1082999077zbMath1055.60010OpenAlexW2152441540MaRDI QIDQ4819469
Yu. A. Davydov, Alexander V. Nagaev
Publication date: 24 September 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1082999077
extreme valuesstable lawsconvex hullpeelingbinomial and Poisson point processesPoisson spectral measure
Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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On convergence of empirical point processes ⋮ On the peeling procedure applied to a Poisson point process
Cites Work
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- Limit theorems on order statistics
- The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
- On the Role of Extreme Summands in Sums of Independent Random Variables
- The Influence of the Maximum Term in the Addition of Independent Random Variables
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