Local limit theorems for shock models

DOI10.1214/14-BJPS274MaRDI QIDQ292936zbMATH OpenFDO

Authors Edward Omey, Rein Vesilo

Publication date 9 June 2016

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1459429711

zbMATH Keywords

extreme value theoryregular variationrenewal theorylocal limit theoremsshock models

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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• A note on cumulative shock models
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Cites work

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• A class of correlated cumulative shock models
• Asymptotic results for a run and cumulative mixed shock model
• Cumulative shock models
• Extreme shock models
• General shock models associated with correlated renewal sequences
• Mixed shock models
• Multivariate subexponential distributions and random sums of random vectors
• On the Rate of Convergence in Extreme Value Theory
• Probability for Statisticians
• Shocks, runs and random sums
• Uniform rates of convergence in extreme-value theory

Cited in

(4)

• A note on cumulative shock models
• Limit theorems for jump shock models
• Limit theorems for local cumulative shock models with cluster shock structure
• A bound on the rate of convergence in the central limit theorem for renewal processes under second moment conditions

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