On the limiting distribution of extrema (Q5967046)
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scientific article; zbMATH DE number 1353862
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the limiting distribution of extrema |
scientific article; zbMATH DE number 1353862 |
Statements
On the limiting distribution of extrema (English)
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28 October 1999
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Given a stationary sequence of random variables, the author suggests necessary and sufficient conditions for ``complete convergence'' of a 2-dimensional empirical point process of exceedances to a compound Poisson point process. Generalizations to the nonstationary case are also given.
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extreme values
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point process
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weak convergence
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