Central limit theorems for smoothed extreme value estimates of point processes boundaries

Central Limit Theorems For Superlinear Processes

The Central Limit Theorem is studied for stationary sequences that are sums of countable collections of linear processes. Two sets of sufficient conditions are obtained. One restricts only the coefficients and is shown to be best possible among such conditions. The other involves an interplay between the coefficients and the distribution functions of the innovations and is shown to be necessary...

Limit theorems for geometric functionals of Gibbs point processes

Observations are made on a point process Ξ in R in a window Qλ of volume λ. The observation, or ‘score’ at a point x, here denoted ξ(x, Ξ), is a function of the points within a random distance of x. When the input Ξ is a Poisson or binomial point process, the large λ limit theory for the total score ∑ x∈Ξ∩Qλ ξ(x, Ξ ∩Qλ), when properly scaled and centered, is well understood. In this paper we es...

Central Limit Theorems for Arrays of Decimated Linear Processes

Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then establish central limit theorems for arrays of squares of such decimated processes. These theorems are used to obtain the asymptotic behavior of estimators of the s...

Central Limit Theorems For Dependent, Heterogeneous Processes With Trending Moments

Limit Theorems for Random Walks with Boundaries

In this review, we consider boundary problems for random walks generated by sums of independent items and some of their generalizations. Let 1, 42, . . * be identically distributed independent random variables with distribution frunction F(x). Let S = 0, Sn = Sk= Ok with n = 1, 2, * -. We shall study the properties of the random trajectory formed by the sums S0, S1, 82, . Let n be an integer pa...