Max-Compound Cox Processes. I


Дәйексөз келтіру

Толық мәтін

Ашық рұқсат Ашық рұқсат
Рұқсат жабық Рұқсат берілді
Рұқсат жабық Тек жазылушылар үшін

Аннотация

Extreme values are considered in samples with random size that have a mixed Poisson distribution that is generated by a doubly stochastic Poisson process. Some inequalities are proved relating the distributions and moments of extrema with those of the leading process (the mixing distribution). Limit theorems are proved for the distributions of max-compound Cox processes, and limit distributions are described. An important particular case of the negative binomial distribution of a sample size corresponding to the case where the Cox process is led by a gamma Lévy process is considered, explaining a possible genesis of tempered asymptotic models.

Авторлар туралы

V. Korolev

Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University; Federal Research Center “Computer Science and Control”, Russian Academy of Sciences; Hangzhou Dianzi University

Хат алмасуға жауапты Автор.
Email: vkorolev@cs.msu.ru
Ресей, Moscow; Moscow; Hangzhou

I. Sokolov

Federal Research Center “Computer Science and Control”, Russian Academy of Sciences; Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University

Email: vkorolev@cs.msu.ru
Ресей, Moscow; Moscow

A. Gorshenin

Federal Research Center “Computer Science and Control”, Russian Academy of Sciences; Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University

Email: vkorolev@cs.msu.ru
Ресей, Moscow; Moscow

Қосымша файлдар

Қосымша файлдар
Әрекет
1. JATS XML

© Springer Science+Business Media, LLC, part of Springer Nature, 2019