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).
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© 1987 Springer Science+Business Media New York
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Resnick, S.I. (1987). Point Processes. In: Extreme Values, Regular Variation and Point Processes. Springer Series in Operations Research and Financial Engineering. Springer, New York, NY. https://doi.org/10.1007/978-0-387-75953-1_4
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DOI: https://doi.org/10.1007/978-0-387-75953-1_4
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-75952-4
Online ISBN: 978-0-387-75953-1
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