On discrete time extremal processes
1974 ◽
Vol 6
(03)
◽
pp. 580-592
◽
Keyword(s):
Upper record values and times and inter-record times are studied in their rôles as embedded structures in discrete time extremal processes. Various continuous time approximations to the discrete-time processes are analysed, especially as processes over their state spaces. Discrete time processes, suitably normalized after crossing a threshold T, are shown to converge to limiting continuous time processes as T → ∞ under suitable assumptions on the underlying CDF F, for example, when 1 — F varies regularly at ∞, and more generally. Discrete time extremal processes viewed as processes over their state spaces are noted to have an interesting interpretation in terms of processes of population growth.
Keyword(s):
Keyword(s):
Keyword(s):
1973 ◽
Vol 10
(03)
◽
pp. 543-555
◽
Keyword(s):
Keyword(s):
Keyword(s):
2016 ◽
Vol 4
(1)
◽
pp. 36
◽
2014 ◽
Vol 2
(3)
◽
pp. 168-171
Keyword(s):