Iterated probability distributions and extremes with random sample size (Q1817415)

The possible nondegenerate limit distributions for the \(n\)-fold mapping of a given probability distribution are studied. The class of limit distributions coincides with the nondegenerate \(g\)-stable distributions, where \(g\) is the mapping used for the iteration procedure. In particular, under suitable assumptions, the set of stable distributions is either empty or consists of exactly three different types. The results are applied to the max-stability of distributions for samples with random sample size.