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Abstract

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).

Keywords

Poisson Process Point Process Weak Convergence Random Measure Random Element 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1987

Authors and Affiliations

  • Sidney I. Resnick
    • 1
  1. 1.School of Operations Research and Industrial EngineeringCornell UniversityIthacaUSA

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