Max-compound Cox processes. III

Victor Korolev; Igor Sokolov; Andrey Gorshenin

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arXiv · 1912.02237

Max-compound Cox processes. III

Victor Korolev·Igor Sokolov·Andrey Gorshenin

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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.

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Victor Korolev, Igor Sokolov, Andrey Gorshenin. 2019-12-04. Max-compound Cox processes. III. https://arxiv.org/abs/1912.02237

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