An asymptotic independent representation in limit theorems for maxima of nonstationary random sequences (Q686764): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aop/1176989269 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2039854304 / rank | |||
Normal rank |
Latest revision as of 19:25, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An asymptotic independent representation in limit theorems for maxima of nonstationary random sequences |
scientific article |
Statements
An asymptotic independent representation in limit theorems for maxima of nonstationary random sequences (English)
0 references
11 October 1993
0 references
Let \(\{X_ k: k \in {\mathbb{N}}\}\) and \(\{\widetilde{X}_ k: k\in\mathbb{N}\}\) be two sequences of random variables, and \(M_ n,\widetilde{M}_ n\) be the \(n\)-th partial maxima for \(\{X_ k\}\) and \(\{\widetilde{X}_ k\}\), respectively. If \(\widetilde{X}_ 1,\widetilde{X}_ 2,\dots\) are independent r.v.'s and \[ \sup_{x \in {\mathbb{R}}^ 1} | P(M_ n\leq x)-P(\widetilde{M}_ n\leq x)| \to 0,\quad \text{ as }n\to\infty,\tag{*} \] we say that \(\{\widetilde{X}_ k: k\in \mathbb{N}\}\) is an asymptotic independent representation (a.i.r.) for maxima of \(\{X_ k: k\in\mathbb{N}\}\). If the sequence \(\{X_ k\}\) is stationary, it is naturally to look for an independent identically distributed sequence satisfying (*). This problem was investigated in [author, Stochastic Processes Appl. 37, No. 2, 281-297 (1991; Zbl 0743.60051)]. In the paper under review the problem of the existence of a.i.r. for maxima is solved for some classes of nonstationary sequences \(\{X_ k\}\).
0 references
phantom distribution function
0 references
asymptotic independent representation
0 references
maxima
0 references