메뉴 건너뛰기




Volumn 97, Issue 1, 2002, Pages 59-75

Multilevel clustering of extremes

Author keywords

Complete convergence; Extreme values; Point processes

Indexed keywords


EID: 0012803826     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(01)00123-5     Document Type: Article
Times cited : (14)

References (30)
  • 1
    • 0000758882 scopus 로고
    • Weak convergence results for extremal processes generated by dependent random variables
    • Adler, R.J., 1978. Weak convergence results for extremal processes generated by dependent random variables. Ann. Probab. 6 (4), 660-667.
    • (1978) Ann. Probab. , vol.6 , Issue.4 , pp. 660-667
    • Adler, R.J.1
  • 2
    • 0000549988 scopus 로고
    • Compound Poisson approximation for nonnegative random variables via Stein's method
    • Barbour, A.D., Chen, L.H.Y., Loh, W.-L., 1992a. Compound Poisson approximation for nonnegative random variables via Stein's method. Ann. Probab. 20 (4), 1843-1866.
    • (1992) Ann. Probab. , vol.20 , Issue.4 , pp. 1843-1866
    • Barbour, A.D.1    Chen, L.H.Y.2    Loh, W.-L.3
  • 4
    • 0005346651 scopus 로고    scopus 로고
    • Compound Poisson approximation for the distribution of extremes
    • Technical University of Eindhoven
    • Barbour, A.D., Novak, S.Y., Xia, A., 1999. Compound Poisson approximation for the distribution of extremes. Eurandom Research Report No 99-040, Technical University of Eindhoven.
    • (1999) Eurandom Research Report No 99-040
    • Barbour, A.D.1    Novak, S.Y.2    Xia, A.3
  • 5
    • 0001788371 scopus 로고
    • Strong Poisson and mixed approximations of sums of independent random variables in Banach spaces
    • Borisov, I.S., 1993. Strong Poisson and mixed approximations of sums of independent random variables in Banach spaces. Siberian Adv. Math. 3 (2), 1-13.
    • (1993) Siberian Adv. Math. , vol.3 , Issue.2 , pp. 1-13
    • Borisov, I.S.1
  • 6
    • 0001067389 scopus 로고
    • Poisson approximation for dependent trials
    • Chen, L.H.Y., 1975. Poisson approximation for dependent trials. Ann. Probab. 3, 534-545.
    • (1975) Ann. Probab. , vol.3 , pp. 534-545
    • Chen, L.H.Y.1
  • 7
    • 0000007748 scopus 로고
    • Limit theorems for extreme values of chain-dependent processes
    • Denzel, G.E., O'Brien, G.L., 1975. Limit theorems for extreme values of chain-dependent processes. Ann. Probab. 3 (5), 773-779.
    • (1975) Ann. Probab. , vol.3 , Issue.5 , pp. 773-779
    • Denzel, G.E.1    O'Brien, G.L.2
  • 9
    • 0000005110 scopus 로고
    • Sur la distribution du terme maximum d'une série aléatoire
    • Gnedenko, B.V., 1943. Sur la distribution du terme maximum d'une série aléatoire. Ann. Math. 44, 423-453.
    • (1943) Ann. Math. , vol.44 , pp. 423-453
    • Gnedenko, B.V.1
  • 10
    • 38249037641 scopus 로고
    • On the characterization of certain point processes
    • Hsing, T., 1987. On the characterization of certain point processes. Stochastic Process. Appl. 26, 297-316.
    • (1987) Stochastic Process. Appl. , vol.26 , pp. 297-316
    • Hsing, T.1
  • 11
    • 38249032175 scopus 로고
    • On the extreme order statistics for a stationary sequence
    • Hsing, T., 1988. On the extreme order statistics for a stationary sequence. Stochastic Process. Appl. 29, 155-169.
    • (1988) Stochastic Process. Appl. , vol.29 , pp. 155-169
    • Hsing, T.1
  • 13
    • 0004212801 scopus 로고
    • Academic Press, New York, 187pp.
    • Kallenberg, O., 1983. Random Measures. Academic Press, New York, 187pp.
    • (1983) Random Measures
    • Kallenberg, O.1
  • 14
    • 0001587862 scopus 로고
    • On extreme values in stationary sequences
    • Leadbetter, M.R., 1974. On extreme values in stationary sequences. Z. Wahrsch. Ver. Geb. 28, 289-303.
    • (1974) Z. Wahrsch. Ver. Geb. , vol.28 , pp. 289-303
    • Leadbetter, M.R.1
  • 17
    • 11144299901 scopus 로고
    • Limit laws for maxima and second maxima from strong-mixing processes
    • Mori, T., 1976. Limit laws for maxima and second maxima from strong-mixing processes. Ann. Probab. 4 (1), 122-126.
    • (1976) Ann. Probab. , vol.4 , Issue.1 , pp. 122-126
    • Mori, T.1
  • 18
    • 0002047692 scopus 로고
    • Limit distributions of two-dimensional point processes generated by strong-mixing sequences
    • Mori, T., 1977. Limit distributions of two-dimensional point processes generated by strong-mixing sequences. Yokohama Math. J. 25, 155-168.
    • (1977) Yokohama Math. J. , vol.25 , pp. 155-168
    • Mori, T.1
  • 19
    • 0002228345 scopus 로고    scopus 로고
    • On the limiting distribution of extremes
    • Novak, S.Y., 1998. On the limiting distribution of extremes. Siberian Adv. Math. 8 (2), 70-95.
    • (1998) Siberian Adv. Math. , vol.8 , Issue.2 , pp. 70-95
    • Novak, S.Y.1
  • 21
    • 11144339129 scopus 로고    scopus 로고
    • On the joint distribution of the first and the second maxima
    • Novak, S.Y., Weissman, I., 1998. On the joint distribution of the first and the second maxima. Commun. Statist. Stochastic Models 14 (1), 311-318.
    • (1998) Commun. Statist. Stochastic Models , vol.14 , Issue.1 , pp. 311-318
    • Novak, S.Y.1    Weissman, I.2
  • 22
    • 0002500411 scopus 로고
    • The maximum term of uniformly mixing stationary processes
    • O'Brien, G.L., 1974a. The maximum term of uniformly mixing stationary processes. Z. Wahrsch. Ver. Geb. 30, 57-63.
    • (1974) Z. Wahrsch. Ver. Geb. , vol.30 , pp. 57-63
    • O'Brien, G.L.1
  • 23
    • 0001473545 scopus 로고
    • Limit theorems for the maximum term of a stationary process
    • O'Brien, G.L., 1974b. Limit theorems for the maximum term of a stationary process. Ann. Probab. 2 (3), 540-545.
    • (1974) Ann. Probab. , vol.2 , Issue.3 , pp. 540-545
    • O'Brien, G.L.1
  • 24
    • 0000835616 scopus 로고
    • Extremal behavior of stationary Markov chains with applications
    • Perfekt, R., 1994. Extremal behavior of stationary Markov chains with applications. Ann. Appl. Probab. 4 (2), 529-548.
    • (1994) Ann. Appl. Probab. , vol.4 , Issue.2 , pp. 529-548
    • Perfekt, R.1
  • 25
    • 0002276858 scopus 로고
    • The two-dimensional Poisson process and extremal processes
    • Pickands, J., 1971. The two-dimensional Poisson process and extremal processes. J. Appl. Probab. 8, 745-756.
    • (1971) J. Appl. Probab. , vol.8 , pp. 745-756
    • Pickands, J.1
  • 28
    • 0001054202 scopus 로고
    • Weak convergence to extremal processes
    • Resnick, S.I., 1975. Weak convergence to extremal processes. Ann. Probab. 3, 951-960.
    • (1975) Ann. Probab. , vol.3 , pp. 951-960
    • Resnick, S.I.1
  • 29
    • 0000816829 scopus 로고
    • Stein's method for compound Poisson approximation: The local approach
    • Roos, M., 1994. Stein's method for compound Poisson approximation: the local approach. Ann. Appl. Probab. 4 (4), 1177-1187.
    • (1994) Ann. Appl. Probab. , vol.4 , Issue.4 , pp. 1177-1187
    • Roos, M.1
  • 30
    • 11144332698 scopus 로고
    • Limit laws for extreme order statistics from strong-mixing processes
    • Welsch, R.E., 1972. Limit laws for extreme order statistics from strong-mixing processes. Ann. Math. Statist. 43 (2), 439-446.
    • (1972) Ann. Math. Statist. , vol.43 , Issue.2 , pp. 439-446
    • Welsch, R.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.