Max-compound Cox processes. III

2019/12/04 by V. Yu. Korolev, Korolev, Victor, И. В. Соколов +3
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1912.02237

openalex publication_date 2019/12/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Extreme values are considered in samples with random size that has a mixed Poisson distribution being generated by a doubly stochastic Poisson process. We prove some inequalities providing bounds on the rate of convergence in limit theorems for the distributions of max-compound Cox processes.

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