An asymptotic of the distribution of the extrema of independent random variables

DOI10.1007/BF02337749zbMATH Open0843.60053OpenAlexW2091064791MaRDI QIDQ1907488FDOQ1907488

Authors: Algimantas Aksomaitis, A. Jokimaitis 

Publication date: 25 February 1996

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02337749

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zbMATH Keywords

rate of convergenceweak convergenceextreme order statistics

Mathematics Subject Classification ID

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

Cites Work

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Cited In (34)

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• Asymptotic Behavior of Extreme Values of Random Variables and Some Stochastic Processes
• On limit theorems for the distribution of the maximal element in a sequence of random variables
• Asymptotics of maxima of discrete random variables
• New limiting distributions of maxima of independent random variables
• Remarks on domination of maxima
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• On the limit distribution of the extremes of a random number of independent random variables
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• Asymptotic distribution of the maximum of n independent stochastic processes
• The Extremal Dependence Measure and Asymptotic Independence
• On the asymptotic behaviour of the joint distribution of the maxima and minima of observations, when the sample size is a random variable
• The indices of the largest amongnindependent observations
• On the locations of maxima and minima in a sequence of exchangeable random variables
• A note on the asymptotic behavior of conditional extremes
• Refinement of the limit theorem for maxima of independent random sums in the case of zero asymmetry
• Convergence of distributions of extremal independent random variables
• Asymptotic behavior of maxima of independent random variables
• -ASYMPTOTIC OF EXTREMES OF MOVING MINIMA IN -ARRAYS OF INDEPENDENT RANDOM VARIABLES
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• Limit theorems for maxima of some dependent random sums
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• Extremal independence in discrete random systems
• On the joint asymptotic distribution of extreme midranges

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