Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155077 | Statistics & Probability Letters | 2009 | 6 Pages |
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
Authors
Elisaveta Pancheva, Ivan K. Mitov, Kosto V. Mitov,