Complete Poisson convergence and records

Room M031
Friday, 9 February, 2018 (All day)

We consider point processes of rare events that keep record of the number of extreme occurrences on a certain time frame and  also of the magnitude of the exceedances observed in every such occasion. We study the convergence of such point processes both in the presence and absence of clustering. As a result we prove the convergence of record times and record values point processes. 

Speaker: 

Jorge Freitas

Institution: 

CMUP -- FCUP