Limit Theorems for Extremal Flows of Events

V. P. Demichev

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: We study the max-generalized Cox process describing a model for an inhomogeneous flow of extremal events. The results obtained describe the asymptotic behavior of this process if it is generated by dependent and, in general, nonidentically distributed random variables.

Keywords: flow of events, limit theorem, Poisson process, Cox process, Gaussian system, independent random variable, Stirling's formula.

UDC: 519.216.24

Received: 29.07.2008

DOI: 10.4213/mzm6318

 English version: Mathematical Notes, 2009, 86:2, 171–175

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