Asymptotic distribution of extremes of randomly indexed random variables

DOI10.1023/A:1009924428096MaRDI QIDQ1979094zbMATH OpenFDO

Authors C. R. Gonçalves, Chang C. Y. Dorea

Publication date 24 May 2000

Published in Extremes (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionrandom indexesextremes distribution

Mathematics Subject Classification ID

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

Recommendations

• An asymptotic of the distribution of the extrema of independent random variables
• On limit distributions of randomly indexed random sequences
• Maxima with random indexes

Cited in

(8)

• Limit laws for the maxima of stationary chi-processes under random index
• Uniform ε-independence and the convergence in distribution of randomly indexed sequences
• Asymptotic distribution with random indices for linear processes
• Limit behavior of the times of one-sided successive approximations
• scientific article; zbMATH DE number 3998915 (Why is no real title available?)
• -ASYMPTOTIC OF EXTREMES OF MOVING MINIMA IN -ARRAYS OF INDEPENDENT RANDOM VARIABLES
• The limit theorems for maxima of stationary Gaussian processes with random index
• On the joint asymptotic distribution of extreme midranges

This page was built for publication: Asymptotic distribution of extremes of randomly indexed random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1979094)