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Limit theorems for strongly mixing stationary random measures

Characterization theorems are obtained for the possible limits in distribution of a family of stationary random measures {[zeta]T} satisfying a strong mixing condition, with necessary and sufficient conditions for convergence. The application of these results to 'exceedance random measures' is shown to provide a unifying viewpoint for obtaining results in extremal theory for stationary processes.
Year of publication:
1990
Authors: Leadbetter, M. R. ; Hsing, Tailen
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 36.1990, 2, p. 231-243
Publisher: Elsevier
Keywords: random measures convergence exceedance times extreme values
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008874105
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