Article ID Journal Published Year Pages File Type
1155077 Statistics & Probability Letters 2009 6 Pages PDF
Abstract

The point process N={(Tk,Xk),k=0,1,2,3…}N={(Tk,Xk),k=0,1,2,3…} defines the sequence of maxima M(t)=⋁{k:Tk≤t}XkM(t)=⋁{k:Tk≤t}Xk. Using time and space scaling it is possible to define different sequences of random time changed extremal processes. The convergence of such sequences to nondegenerate extremal processes is proved in case where the time and space components of the point process are correlated.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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