Precise asymptotics for a type of order statistics (Q2463685)
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scientific article; zbMATH DE number 5220180
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| English | Precise asymptotics for a type of order statistics |
scientific article; zbMATH DE number 5220180 |
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Precise asymptotics for a type of order statistics (English)
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16 December 2007
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Order statistics \(X_{N(t),N(t)}\leq X_{N(t)-1,N(t)}\leq\dots,\leq X_{1,N(t)}\) are considered for an i.i.d. sample of random size \(N(t)\), where \(N(t)\) is a counting process. The authors investigate the convergence of sums \[ G_k(\varepsilon)\sum_{n=n_0}^\infty \varphi(n) P\{X_{k,N(n)}\geq\varepsilon c_nh(n)\}=1 \] as \(\varepsilon\to 0\) for different normalizing sequences \(G_k\), \(\varphi\), \(c_n\) and \(h\) in the case where \(X_i\) belong to the domain of max-attraction of the Fréchet distribution.
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max domain of attraction of Fréchet distribution
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complete convergence
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0.8223756551742554
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0.8003522753715515
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0.8002992868423462
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