A note on weak convergence to extremal processes

DOI10.1016/0167-7152(92)90038-7MaRDI QIDQ1185557zbMATH OpenOpenAlexFDO

Authors Sreenivasan Ravi

Publication date 28 June 1992

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(92)90038-7

zbMATH Keywords

extremal processlimit processesSkorokhod \(J_ 1\)-topologyweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• Strong approximation of maxima by extremal processes
• Extremal processes with one jump
• A functional extremal criterion
• Weak convergence of multivariate partial maxima processes

Cites work

• Extremal Processes
• Extremal processes generated by independent nonidentically distributed random variables
• scientific article; zbMATH DE number 3913447 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• Max-Stability
• On Extreme Order Statistics

Cited in

(8)

• Strong approximation of maxima by extremal processes
• Weak convergence of subordinators to extremal processes
• scientific article; zbMATH DE number 3883332 (Why is no real title available?)
• Decomposition for multivariate extremal processes
• scientific article; zbMATH DE number 1979751 (Why is no real title available?)
• scientific article; zbMATH DE number 1995743 (Why is no real title available?)
• Weak convergence of multivariate partial maxima processes
• A Note on Weak Convergence, Large Deviations, and the Bounded Approximation Property

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