Bounds on the distributions of extremal values of a scanning process

Given a Poisson process with constant intensity, let N and M be the largest and smallest number of points contained in a moving short interval. The present paper gives upper and lower bounds on the distribution functions of N and M.

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Year of publication:	1984
Authors:	Janson, Svante
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 18.1984, 2, p. 313-328
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875583