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scientific article; zbMATH DE number 15141
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scientific article; zbMATH DE number 15141 |
Statements
25 June 1992
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limit theorem for maxima
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duality theorems
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marginal problems
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Kantorovich-Rubinstein distance
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invariance principle for maxima
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0.8285663723945618
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0.8277595043182373
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0.8156731128692627
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[For the entire collection see Zbl 0679.00014.] In the first part the authors extend some duality theorems for marginal problems to the situation where additional moment type constraints are imposed. Some upper bounds are derived for the Kantorovich-Rubinstein distance in the case of the \(L_ 1\)-norm on \(\mathbb{R}^ m\). These improve upon some bounds of Zolotarev. Applications are given to normalized maxima, Rényi maxima and to an invariance principle for maxima.
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