For a thorough understanding of many structural results in extreme value theory, knowledge of point processes is desirable. We present a brief account of those parts of the theory that are useful for understanding the behavior of extremes. Some skimming may be advisable. Parts of this account are fashioned after Neveu (1976). An additional excellent reference is Kallenberg (1983).
KeywordsPoisson Process Point Process Weak Convergence Random Measure Random Element
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