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Point Processes in a Metric Space and Their Applications

Author

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  • Yuwei Zhao

    (Shanghai Center for Mathematical Sciences, Fudan University, Shanghai 200437, China)

Abstract

Point processes are important in extreme value theory due to their equivalent formulations of two popular models in various applications: the block maxima models and the peak-over-threshold model. Point processes in a metric space provide tools to analyze heavy-tailed phenomena that appear in the research of extremal behaviors of functional data. To facilitate these applications of point processes, the equivalence between the weak convergence of point processes and the M O -convergence is established in the paper.

Suggested Citation

  • Yuwei Zhao, 2022. "Point Processes in a Metric Space and Their Applications," Mathematics, MDPI, vol. 10(21), pages 1-11, October.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:21:p:4002-:d:956266
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