Limit theorems for measure-valued processes of the level-exceedance type
Andriy Yurachkivsky (2012)
ESAIM: Probability and Statistics
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Let, for each , (, ۔) be a random measure on the Borel -algebra in ℝ such that E(, ℝ) < ∞ for all and let (, ۔) be its characteristic function. We call the function ( ,…, ; ,…, ) = of arguments ℕ, , … , , ℝ the of the measure-valued random function (MVRF) (۔, ۔). A...