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A Lifetime of Excursions Through Random Walks and Lévy Processes Read chapter Read first chapter

2021 | OriginalPaper | Chapter

No-Tie Conditions for Large Values of Extremal Processes

Authors : Yuguang Ipsen, Ross Maller

Published in: A Lifetime of Excursions Through Random Walks and Lévy Processes

Publisher: Springer International Publishing

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Abstract

We give necessary and sufficient conditions for there to be no ties, asymptotically, among large values of a space-time Poisson point process evolving homogeneously in time. The convergence is at small times, in probability or almost sure.

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previous chapter Two Continua of Embedded Regenerative Sets
next chapter Slowly Varying Asymptotics for Signed Stochastic Difference Equations
Footnotes
1
The function \(e^{\lceil |\log x|\rceil }\) satisfies (4.3) but not (4.1).
 
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Metadata
Title
No-Tie Conditions for Large Values of Extremal Processes
Authors
Yuguang Ipsen
Ross Maller
Copyright Year
2021
Book
A Lifetime of Excursions Through Random Walks and Lévy Processes

Print ISBN: 978-3-030-83308-4

Electronic ISBN: 978-3-030-83309-1

Copyright Year: 2021

DOI
https://doi.org/10.1007/978-3-030-83309-1_13