Ratios of ordered points of point processes with regularly varying intensity measures
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Ipsen, Yuguang
Maller, Ross
Resnick, Sidney I.
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Elsevier
Abstract
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.
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Stochastic Processes and their Applications
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2099-12-31
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