Selfdecomposable distributions for maxima of independent random vectors (Q1116164): Difference between revisions

Limit laws for conveniently normalized multivariate sample extremes are characterized by means of the decomposability of probability distributions. Continuous automorphisms of \({\bar {\mathbb{R}}}^ d=[- \infty,\infty)^ d\) with respect to the operation ``\(\vee ''\) defined by \(x\vee y=(\max (x_ i,y_ i)\), \(i=1,...,d)\) are treated as norming mappings. An integral representation of the limit distributions is found using their log-concavity and a decomposition of \({\bar {\mathbb{R}}}^ d\) in orbits of the norming family. Finally, an example is given as an illustration.