Gumbel and Fréchet convergence of the maxima of independent random walks (Q3298818)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gumbel and Fréchet convergence of the maxima of independent random walks |
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Gumbel and Fréchet convergence of the maxima of independent random walks (English)
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16 July 2020
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large deviation
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subexponential distribution
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regular variation
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extreme value theory
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Gumbel distribution
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Fréchet distribution
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maximum random walk
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