On the characterization of certain point processes
This paper consists of two parts. First, a characterization is obtained for a class of infinitely divisible point processes on . Second, the result is applied to identify the weak limit of the point process Nn with points (j/n, un-1 ([xi]j)), j = 0, ±1, ±2, ..., where {[xi]j} is a stationary sequence satisfying a certain mixed conditio [Delta], and {un} is a sequence of non-increasing functions on (0, [infinity]) such that This application extends a result of Mori [14], which assumes that {[xi]j} is [alpha]-mixing, and that the distribution of max1[less-than-or-equals, slant]j[less-than-or-equals, slant]j [xi]j can be linearly normalized to converge to a maximum stable distribution.
Year of publication: |
1987
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Authors: | Hsing, Tailen |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 26.1987, p. 297-316
|
Publisher: |
Elsevier |
Keywords: | extreme values infinite divisibility point processes weak convergence |
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