R. F. Serfozo. High-level exceedences of regenerative and semistationary processes. J. Appl. Prob, 17:423--431, 1980. Home/Search Document Not in Database Summary Related Articles |
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Probability Approximations via the Poisson Clumping Heuristic: An .. - Aldous (1992) (73 citations) (Correct)
....compound Poisson limit theorem, for i.i.d. sequences and geometric clump distributions, is given in Chrysaphinou and Papastavridis [19] C29 General references. A nice survey of theory and examples of extremes is Lindgren and Rootzen [36] An early treatment of the regenerative case is in Serfozo [45]. A recent Russian monograph (which I have not seen) which seems related to extremes is [52] Another recent Conference Proceedings volume is [33] C31 Asymptotic independence of tails. Smith [48] shows that in this setting Stein s method can be used to get explicit error bounds, even in the ....
R. F. Serfozo. High-level exceedences of regenerative and semistationary processes. J. Appl. Prob, 17:423--431, 1980.
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