Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
  1. Home
  2. Search

Refine search

Refine search

Access:
Content type:
Publication date:
Apply   From and To filters
Subject: Show more
Journals Show more
Publishers: Show more
Societies Show more
Series: Show more
Collections: Show more

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
Cancel
×

1 results

  • Tail asymptotics and precise large deviations for some Poisson cluster processes

  • Part of
  • Fabien Baeriswyl, Valérie Chavez-Demoulin, Olivier Wintenberger
  • Journal:
    Advances in Applied Probability , First View
    Published online by Cambridge University Press:
    26 July 2024, pp. 1-37
    • Article
      • You have access
    • PDF
    • HTML
    • Export citation

  • We study the tail asymptotics of two functionals (the maximum and the sum of the marks) of a generic cluster in two sub-models of the marked Poisson cluster process, namely the renewal Poisson cluster process and the Hawkes process. Under the hypothesis that the governing components of the processes are regularly varying, we extend results due to [6, 19], notably relying on Karamata’s Tauberian Theorem to do so. We use these asymptotics to derive precise large-deviation results in the fashion of [32] for the just-mentioned processes.