ABSTRACT
The results on the previous chapter concerning compound Poisson approximation to EPPEs play the role of a central limit theorem for emperical point processes of exceedances. The class of possible limit laws for EPPEs is wider than the class of compound Poisson processes. This chapter describes the class P of limiting distributions for EPPEs. We present necessary and sufficient conditions for the complete convergence of an EPPE to a given element of class P.
