On convergence of empirical point processes

DOI10.1016/j.spl.2006.04.030zbMath1124.60045OpenAlexW1978247383MaRDI QIDQ850192

Vladimir Egorov, Youri Davydov

Publication date: 15 November 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.030

zbMATH Keywords

Weak convergenceStable distributionsEmpirical processesPoint processesTruncated sums

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Spectrum of Lévy-Khintchine random Laplacian matrices ⋮ On Some Applications of Poisson Point Processes ⋮ On the rate of convergence to a Poisson process ⋮ Spectrum of heavy-tailed elliptic random matrices

Cites Work

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• On series representations of infinitely divisible random vectors
• Convergence to a stable distribution via order statistics
• Limit theorems on order statistics
• Infinite divisibility of random objects in locally compact positive convex cones.
• 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
• On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable
• The Influence of the Maximum Term in the Addition of Independent Random Variables

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