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The two-dimensional Poisson process and extremal processes

Published online by Cambridge University Press:  14 July 2016

James Pickands III
James Pickands III*
Affiliation:
University of Pennsylvania
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Abstract

In recent years many applications of probability theory have involved such concepts as records, inter-record times and extreme order statistics. The results have generally been proved by diverse methods. In the present work a unifying structure is presented, which makes possible the simplification and extension of some of these results. The approach taken is to place all relevant processes on the same sample space. The underlying sample space is a homogeneous two-dimensional Poisson process.

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 8 , Issue 4 , December 1971, pp. 745 - 756
Copyright
Copyright © Applied Probability Trust 1971 

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