Point processes in a metric space
Yuwei Zhao

TL;DR
This paper explores the definition and properties of point processes in metric spaces, emphasizing their role in extreme value theory and heavy-tailed data analysis, and provides a convergence result for iid sequences.
Contribution
It introduces a comprehensive framework for point processes in metric spaces and demonstrates a complete convergence theorem for regularly varying iid sequences.
Findings
Established properties of point processes in metric spaces
Proved a complete convergence result for iid sequences
Enhanced understanding of heavy-tailed data analysis
Abstract
As a useful and elegant tool of extreme value theory, the study of point processes on a metric space is important and necessary for the analyses of heavy-tailed functional data. This paper focuses on the definition and properties of such point processes. A complete convergence result for a regularly varying iid sequence in a metric space is proved as an example of the application in extreme value theory.
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Taxonomy
TopicsInsurance, Mortality, Demography, Risk Management · Point processes and geometric inequalities · Financial Risk and Volatility Modeling
