Ratios of ordered points of point processes with regularly varying intensity measures
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Ipsen, Yuguang; Maller, Ross; Resnick, Sidney I.
Description
We study limiting properties of ratios of ordered points of point processes whose intensity measures have regularly varying tails, giving a systematic treatment which points the way to “large-trimming” properties of extremal processes and a variety of applications. Our point process approach facilitates a connection with the negative binomial process of Gregoire (1984) and consequently to certain generalised versions of the Poisson–Dirichlet distribution.
Collections | ANU Research Publications |
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Date published: | 2019 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/220003 |
Source: | Stochastic Processes and their Applications |
DOI: | 10.1016/j.spa.2018.02.015 |
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01_Ipsen_Ratios_of_ordered_points_of_2019.pdf | 381.37 kB | Adobe PDF | Request a copy |
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