ISSN:
1572-9230
Keywords:
Poisson process
;
Wiener process
;
extreme value
;
strong theorems
;
limit distribution
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Let πα be a Poisson process on ℝd of intensity λ and letW 1(t),W 2 (t),..., be a sequence of independent Wiener processes. LetW i (t)=X i +W i (t) whereX 1,X 2,..., are the points of πα. Consider the processess(t)=#{i:‖X i (t)‖⩽1}. These and related processes are studied.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01047579
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