Limit theorems for strongly mixing stationary random measures

M. R. Leadbetter and Tailen Hsing

Stochastic Processes and their Applications, 1990, vol. 36, issue 2, 231-243

Abstract: 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.

Keywords: random; measures; convergence; exceedance; times; extreme; values (search for similar items in EconPapers)
Date: 1990
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