Asymptotic Behavior of Extreme Values of Random Variables and Some Stochastic Processes

DOI10.52305/ORAC1814MaRDI QIDQ6116215zbMATH OpenOpenAlexFDO

Authors Kateryna Akbash, I. K. Matsak

Publication date 17 July 2023

Published in Stochastic Processes: Fundamentals and Emerging Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.52305/orac1814

zbMATH Keywords

random variablesextreme valuesqueueing systemregenerative processbirth and death processeslimit theorems almost sure

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25) Strong limit theorems (60F15)

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Cited in

(8)

• Asymptotic behavior of the extreme values of random variables. Discrete case
• Asymptotic behavior of the extreme values of queue length and waiting time in \(M |G|1\) and \(GI |M|1\) systems
• Sojourns and extremes of a stochastic process defined as a random linear combination of arbitrary functions
• Asymptotically balanced functions and the asymptotic behaviour of the complementary function and the Laplace transform
• On the asymptotic properties of extreme values of discrete random variables
• Asymptotic behavior of maxima of independent random variables. Discrete case
• Embedding in extremal processes and the asymptotic behavior of sums of minima
• The laws of iterated and triple logarithms for extreme values of regenerative processes

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