On max domains of attraction of univariate \(p\)-max stable laws (Q1324544)

For i.i.d. r.v.s \(X_ 1, X_ 2,\dots\) with d.f. \(F\) and \(M_ n:= \max (X_ 1, X_ 2, \dots, X_ n)\) we say that \(F\) belongs to the max domain of attraction of d.f. \(H\) under power normalization if \[ \varlimsup_{n\to\infty}P \biggl[ \biggl| {{M_ n} \over {\alpha_ n}} \biggr|^{1/ \beta_ n} \text{sgn} (M_ n) \leq x \biggr]= \lim_{n\to\infty} F^ n (\alpha_ n | x|^{\beta_ n} \text{sgn } x)= H(x), \] for some constants \(\alpha_ n >0\), \(\beta_ n>0\). The d.f.s \(H\) are called \(p\)-max stable laws. The \(H\)'s have six different forms. Necessary and sufficient conditions are given for \(F\) to belong to the max domain of attraction.