Extremal point processes and intermediate quantile functions
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.
strong approximation for triangular arrays
scientific article; zbMATH DE number 4102191
scientific article