A note on extremes of compound Poisson processes

• Autorzy: Berend D. , Braverman M. , Goldstein I.
• Języki publikacji: EN

Abstrakty

EN

We investigate the conditions on a compound Poisson process X(t) _0≤t≤1, under which the right tail of sup_0≤t≤1 X(t) is equivalent to the tail of X(1). New examples for which this relation does not hold are given.

Słowa kluczowe

EN

Poisson processes; tails; extreme

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2009
• Tom: Vol. 29, Fasc. 2
• Strony: 309--320
• Opis fizyczny: Bibliogr. 10 poz.

Twórcy

autor

Berend D.

• Departments of Mathematics and of Computer Science, Ben-Gurion University of the Negev Beer-Sheva, 84105, Israel

autor

Braverman M.

• Departments of Mathematics, Ben-Gurion University of the Negev Beer-Sheva, 84105, Israel

autor

Goldstein I.

• Departments of Mathematics, Ben-Gurion University of the Negev Beer-Sheva, 84105, Israel

Bibliografia

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