Relationship between Extremal and Sum Processes Generated by the same Point Process
Serdica Mathematical Journal, Tome 35 (2009) no. 2, pp. 169-194
Cet article a éte moissonné depuis la source Bulgarian Digital Mathematics Library
We discuss weak limit theorems for a uniformly negligible triangular array (u.n.t.a.) in Z = [0, ∞) × [0, ∞)^d
as well as for the associated with it sum and extremal processes on an open subset S . The complement
of S turns out to be the explosion area of the limit Poisson point process.
In order to prove our criterion for weak convergence of the sum processes we introduce and study
sum processes over explosion area. Finally we generalize the model of u.n.t.a. to random sample size processes.
Keywords:
Extremal Processes, Increasing Processes with Independent Increments, Weak Limit Theorems, Levy Measure, Poisson Point Processes, Bernoulli Point Processes, Random Sample Size
@article{SMJ2_2009_35_2_a3,
author = {Pancheva, E. and Mitov, I. and Volkovich, Z.},
title = {Relationship between {Extremal} and {Sum} {Processes} {Generated} by the same {Point} {Process}},
journal = {Serdica Mathematical Journal},
pages = {169--194},
year = {2009},
volume = {35},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SMJ2_2009_35_2_a3/}
}
TY - JOUR AU - Pancheva, E. AU - Mitov, I. AU - Volkovich, Z. TI - Relationship between Extremal and Sum Processes Generated by the same Point Process JO - Serdica Mathematical Journal PY - 2009 SP - 169 EP - 194 VL - 35 IS - 2 UR - http://geodesic.mathdoc.fr/item/SMJ2_2009_35_2_a3/ LA - en ID - SMJ2_2009_35_2_a3 ER -
Pancheva, E.; Mitov, I.; Volkovich, Z. Relationship between Extremal and Sum Processes Generated by the same Point Process. Serdica Mathematical Journal, Tome 35 (2009) no. 2, pp. 169-194. http://geodesic.mathdoc.fr/item/SMJ2_2009_35_2_a3/