Accession Number:

ADA200076

Title:

A Counterexample Concerning the External index

Descriptive Note:

Rept. for 1 Sep 1987-31 Aug 1988

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s):

Report Date:

1988-08-01

Pagination or Media Count:

10.0

Abstract:

The concept of an extremal index, which is a measure of local dependence amongst the exceedances over a high threshold by a stationary sequence, has a natural interpretation as the reciprocal of mean cluster size, A counterexample is exhibited which shows that this interpretation is not necessarily correct. Keywords Poisson density function Point processes Stochastic processes.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE