Convergence of extreme values of Poisson point processes at small times
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DOI: 10.1007/s10687-021-00409-3
Abstract: We study the behaviour of large values of extremal processes at small times, obtaining an analogue of the Fisher-Tippet-Gnedenko Theorem. Thus, necessary and sufficient conditions for local convergence of such maxima, linearly normalised, to the… read more here.
Keywords: small times; convergence extreme; values poisson; poisson point ... See more keywords