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Limit theorems for measure-valued processes of the level-exceedance type

Andriy Yurachkivsky — 2011

ESAIM: Probability and Statistics

Let, for each ∈ , (, ۔) be a random measure on the Borel -algebra in ℝ such that E(, ℝ) < ∞ for all and let ψ ^ (, ۔) be its characteristic function. We call the function ψ ^ ( ,…, ; ,…, ) = 𝖤 j = 1 l ψ ^ ( t j , z j ) of arguments ∈ ℕ, , … ∈ , , ∈ ℝ the of the measure-valued random function (MVRF) (۔, ۔). A general limit theorem for MVRF's in terms of covaristics is proved and applied to functions...

Limit theorems for measure-valued processes of the level-exceedance type

Andriy Yurachkivsky — 2012

ESAIM: Probability and Statistics

Let, for each , (, ۔) be a random measure on the Borel -algebra in ℝ such that E(, ℝ) < ∞ for all and let ψ ^ (, ۔) be its characteristic function. We call the function ψ ^ ( ,…, ; ,…, ) = 𝖤 j = 1 l ψ ^ ( t j , z j ) of arguments ℕ, , … , , ℝ the of the measure-valued random function (MVRF) (۔, ۔). A general limit...

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