Extremal point processes and intermediate quantile functions
Copyright policy )Extremal point processes and intermediate quantile functions
We prove an invariance principle in probability for planar point processes associated with extremal processes. The underlying sequence of random variables is absolutely regular, and satisfies a local asymptotic independence condition. A strong approximation for triangular arrays of such point processes is also stated. We apply these results to the weak convergence of intermediate quantile functions.
- University of Ottawa Canada
Functional limit theorems; invariance principles, strong approximation for triangular arrays, quantile functions, Order statistics; empirical distribution functions, planar point processes, Point processes (e.g., Poisson, Cox, Hawkes processes), invariance principle, Random measures
Functional limit theorems; invariance principles, strong approximation for triangular arrays, quantile functions, Order statistics; empirical distribution functions, planar point processes, Point processes (e.g., Poisson, Cox, Hawkes processes), invariance principle, Random measures
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