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Limit theorems for general shock models with infinite mean intershock times

Published online by Cambridge University Press:  14 July 2016

Kevin K. Anderson
Kevin K. Anderson*
Affiliation:
IBM T. J. Watson Research Center
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Abstract

A general shock model in which the time intervals between shocks have infinite expectation is considered. Limit theorems for the first time the magnitude of a shock exceeds a and the historical maximum magnitude are given.

Keywords

EXTREME VALUE THEORYRENEWAL THEORYREGULAR VARIATION
Type
Research Papers
Information
Journal of Applied Probability , Volume 24 , Issue 2 , June 1987 , pp. 449 - 456
Copyright
Copyright © Applied Probability Trust 1987 

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