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Extremal point processes and intermediate quantile functions
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  • Published: September 1990

Extremal point processes and intermediate quantile functions

  • André Robert Dabrowski1 

Probability Theory and Related Fields volume 85, pages 365–386 (1990)Cite this article

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Summary

We prove an invariance principle in probability for planar point processes associated with extremal processes. The underlying sequence of random variables is absolutely regular, and satisfies a local asymptotic independence condition. A strong approximation for triangular arrays of such point processes is also stated. We apply these results to the weak convergence of intermediate quantile functions.

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Authors and Affiliations

  1. Department of Mathematics, University of Ottawa, Faculté des Sciences, 585 King Edward, K1N6N5, Ottawa, Ontario, Canada

    André Robert Dabrowski

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  1. André Robert Dabrowski
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Dabrowski, A.R. Extremal point processes and intermediate quantile functions. Probab. Th. Rel. Fields 85, 365–386 (1990). https://doi.org/10.1007/BF01193943

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  • Received: 23 December 1988

  • Revised: 05 October 1989

  • Issue Date: September 1990

  • DOI: https://doi.org/10.1007/BF01193943

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Keywords

  • Stochastic Process
  • Probability Theory
  • Extremal Point
  • Mathematical Biology
  • Point Process
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