Extreme value theory for multivariate stationary sequences (Q1822865)

The author considers multivariate extremal type theorems and some related problems in a setting where the assumptions of independence and linear normalization in the classical setting are weakened. For a stationary sequence of random vectors he introduces a distributional mixing condition which is an obvious extension of \textit{M. R. Leadbetter}'s condition \(D(u_ n)\) in the one-dimensional case [Z. Wahrscheinlichkeitstheorie verw. Gebiete 28, 289-303 (1974; Zbl 0265.60019)]. For a sequence satisfying this condition the following topics are studied. (1) To obtain characterizations of the weak limit F of properly normalized partial maxima. (2) To study a condition under which the partial maxima behave as they would if the sequence were i.i.d. (3) To consider problems in connection with the independence of the margins of F.