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Limit Theorems for Extremal Flows of Events
V. P. Demichev M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
We study the max-generalized Cox process describing a model for an inhomogeneous flow of extremal events. The results obtained describe the asymptotic behavior of this process if it is generated by dependent and, in general, nonidentically distributed random variables.
Keywords:
flow of events, limit theorem, Poisson process, Cox process, Gaussian system, independent random variable, Stirling's formula.
Received: 29.07.2008
Citation:
V. P. Demichev, “Limit Theorems for Extremal Flows of Events”, Mat. Zametki, 86:2 (2009), 184–189; Math. Notes, 86:2 (2009), 171–175
Linking options:
https://www.mathnet.ru/eng/mzm6318https://doi.org/10.4213/mzm6318 https://www.mathnet.ru/eng/mzm/v86/i2/p184
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Abstract page: | 396 | Full-text PDF : | 181 | References: | 62 | First page: | 13 |
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