Maxima with random indexes

DOI10.1007/BF02882638MaRDI QIDQ1387438zbMATH OpenFDO

Authors Shengrong Xie

Publication date 26 April 1999

Published in Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

maximumregularly varying functionrandom index

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

Recommendations

• Two theorems on the sequence of maxima of independent random variables
• Stability of maxima of random variables with multidimensional indices
• The maximum and mean of a random length sequence
• Randomly stopped maximum and maximum of sums with consistently varying distributions

Cites work

• scientific article; zbMATH DE number 4007335 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• Regularly varying functions
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(15)

• Maxima and sums of non-stationary random length sequences
• The maximum and mean of a random length sequence
• On Convergence in Law of Maxima of Independent Identically Distributed Random Variables with Random Coefficients
• Generalized-order statistics with random indices
• Remarks on domination of maxima
• Limit theory of generalized order statistics
• Maxima of recurrent random sequences
• scientific article; zbMATH DE number 4104164 (Why is no real title available?)
• Multivariate R-O varying measures. I: Uniform bounds
• Extreme value theory for suprema of random variables with regularly varying tail probabilities
• The localization of random discrete measures
• The index of the outstanding observation among n independent ones
• The indices of the largest amongnindependent observations
• Stability of maxima of random variables with multidimensional indices
• scientific article; zbMATH DE number 4019703 (Why is no real title available?)

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