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Ratios of ordered points of point processes with regularly varying intensity measures

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.

CollectionsANU Research Publications
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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