On the Distribution of the Maximum Sum of Weakly Dependent Variables

DOI10.1137/1131105MaRDI QIDQ3806463zbMATH OpenOpenAlexFDO

Authors A. N. Tikhomirov

Publication date 1987

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1131105

zbMATH Keywords

cumulative distribution functionmaxima of sumsspeed of convergencestrong mixing coefficientsstrongly mixing random sequence

Mathematics Subject Classification ID

Distribution theory (60E99) Central limit and other weak theorems (60F05)

Cited in

(4)

• On the annual maximum distribution in dependent partial duration series
• Max-sum equivalence of conditionally dependent random variables
• Maximum of partial sums and an invariance principle for a class of weak dependent random variables
• Stein's method and characteristic functions

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