Compound Poisson approximation for the distribution of extremes

Barbour, A. D., Novak, S. Y., Xia, A. . Advances in Applied Probability 2002. 34 (1) :223-240

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Bibtex

@article{CIS-177173,
  Author = {Barbour, A. D. and Novak, S. Y. and Xia, A.},
  Title = {Compound Poisson approximation for the distribution of extremes},
  Journal = {Advances in Applied Probability},
  Volume = {34},
  Number = {1},
  Year = {2002},
  Pages = {223--240},
  Keywords = {Compound Poisson process, Exceedances, Extreme values, Coupling, point processes, 60F05 (MSC2000), 60G70 (MSC2000), total variation metric}
}

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