Point Processes in a Metric Space and Their Applications

Yuwei Zhao ()
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Yuwei Zhao: Shanghai Center for Mathematical Sciences, Fudan University, Shanghai 200437, China

Mathematics, 2022, vol. 10, issue 21, 1-11

Abstract: Point processes are important in extreme value theory due to their equivalent formulations of two popular models in various applications: the block maxima models and the peak-over-threshold model. Point processes in a metric space provide tools to analyze heavy-tailed phenomena that appear in the research of extremal behaviors of functional data. To facilitate these applications of point processes, the equivalence between the weak convergence of point processes and the M O -convergence is established in the paper.

Keywords: point processes; functional data; the MO-convergence (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
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