Extremes of Random Sequences

Michael Falk (), Rolf-Dieter Reiss () and Jürg Hüsler ()
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Michael Falk: University of Würzburg, Institute of Applied Mathematics and Statistics
Rolf-Dieter Reiss: University of Siegen, Department of Mathematics
Jürg Hüsler: University of Berne, Department of Mathematical Statistics and Actuarial Science

Chapter Chapter 9 in Laws of Small Numbers: Extremes and Rare Events, 2004, pp 249-271 from Springer

Abstract: Abstract We develop the general theory of extremes and exceedances of high boundaries by nonstationary random sequences. Of main interest is the asymptotic convergence of the point processes of exceedances or of clusters of exceedances. These results are then applied for special cases, as stationary, independent and particular nonstationary random sequences.

Keywords: Poisson Process; Point Process; Random Sequence; Stationary Case; Poisson Point Process (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-0348-7791-6_9

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DOI: 10.1007/978-3-0348-7791-6_9

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