Maxima and sums of non-stationary random length sequences

DOI10.1007/S10687-020-00372-5MaRDI QIDQ2198601zbMATHOpenAlexFDO

Authors Igor V. Rodionov, Natalia M. Markovich

Publication date 10 September 2020

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-020-00372-5

zbMATH Keywords

extremal indexnon-stationaritytail indexregularly varying tailrandom length sequences

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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Cited in

(10)

• On the asymptotic behavior of the sequence and series of running maxima from a real random sequence
• The maxima and sums of multivariate non-stationary Gaussian sequences
• Statistical analysis of the end-to-end delay of packet transfers in a peer-to-peer network
• The maximum and mean of a random length sequence
• Extremal properties of evolving networks: local dependence and heavy tails
• Maximum length of a series in a Markovian binary sequence with an application to the description of a basketball game
• Maxima and minima of complete and incomplete stationary sequences
• Randomly stopped maximum and maximum of sums with consistently varying distributions
• Max-linear models in random environment
• The possibility of existence of extremal indices exceeding one

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