Selfdecomposable distributions for maxima of independent random vectors (Q1116164)

Limit laws for conveniently normalized multivariate sample extremes are characterized by means of the decomposability of probability distributions. Continuous automorphisms of \({\bar {\mathbb{R}}}^ d=[- \infty,\infty)^ d\) with respect to the operation ``\(\vee ''\) defined by \(x\vee y=(\max (x_ i,y_ i)\), \(i=1,...,d)\) are treated as norming mappings. An integral representation of the limit distributions is found using their log-concavity and a decomposition of \({\bar {\mathbb{R}}}^ d\) in orbits of the norming family. Finally, an example is given as an illustration.