Extremal processes generated by independent nonidentically distributed random variables

DOI10.1214/AOP/1176996459MaRDI QIDQ1216097zbMATH OpenOpenAlexFDO

Authors Ishay Weissman

Publication date 1975

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176996459

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Continuous-time Markov processes on general state spaces (60J25) Special processes (60K99) Foundations of stochastic processes (60G05)

Cited in

(9)

• The index of the outstanding observation among n independent ones
• Markov chains generated by maximizing components of multidimensional extremal processes
• A note on weak convergence to extremal processes
• Random capacities and their distributions
• Processes of \(r^{th}\) largest
• Asymptotic behavior for iterated functions of random variables
• Limit theorems for random maximum of independent and non-identically distributed random vectors
• On the extreme order statistics for a stationary sequence
• Probabilistic choice with an infinite set of options: an approach based on random sup measures

This page was built for publication: Extremal processes generated by independent nonidentically distributed random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1216097)