Sum and extremal processes over explosion area
E. Pancheva, Ivan K. Mitov, Zeev Volkovich · 2006
Let Nn = {(Tnk,Xnk), k ≥ 1} be a Bernoulli p.p. on Z = (0,∞) × [0,∞). We discuss weak limit theorems for Nn as well as for the associated sum and extremal processes Sn(t) = { ∑ Xnk : Tnk ≤ t} and Yn(t) = {∨Xnk : Tnk ≤ t} on an open subset of Z.