Extremal point processes and intermediate quantile functions
type: Item
instance of: scholarly article
title: Extremal point processes and intermediate quantile functions
zbMATH Open document ID: 0673.60033
DOI: 10.1007/BF01193943
publication date: 1990-01-01T00:00:00Z
review text: We prove an invariance principle in probability for planar point processes associated with extremal processes. The underlying sequence of random variables is absolutely regular, and satisfies a local asymptotic independence condition. A strong approximation for triangular arrays of such point processes is also stated. We apply these results to the weak convergence of intermediate quantile functions.
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60G57
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 4102191
zbMATH Keywords: invariance principle
zbMATH Keywords: planar point processes
zbMATH Keywords: strong approximation for triangular arrays
zbMATH Keywords: quantile functions
author: Andre R. Dabrowski
reviewed by: Andre R. Dabrowski
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01193943
OpenAlex ID: W2089785476
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4102191