Max-compound Cox processes. III
Probability
2020-04-02 v2
Abstract
Extreme values are considered in samples with random size that has a mixed Poisson distribution being generated by a doubly stochastic Poisson process. We prove some inequalities providing bounds on the rate of convergence in limit theorems for the distributions of max-compound Cox processes.
Cite
@article{arxiv.1912.02237,
title = {Max-compound Cox processes. III},
author = {Victor Korolev and Igor Sokolov and Andrey Gorshenin},
journal= {arXiv preprint arXiv:1912.02237},
year = {2020}
}
Comments
16 pages