On the random max-closure for heavy-tailed random variables
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Publication:2401238
DOI10.1007/s10986-017-9355-2zbMath1373.60031OpenAlexW2614141783MaRDI QIDQ2401238
Jonas Šiaulys, Remigijus Leipus
Publication date: 31 August 2017
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-017-9355-2
heavy tailsclosure propertydominatedly varying taillong tailrandom maximumnonidentically distributed random variables
Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
Related Items (6)
Closure properties of \(O\)-exponential distributions ⋮ Closure property of consistently varying random variables based on precise large deviation principles ⋮ Regularly distributed randomly stopped sum, minimum, and maximum ⋮ Randomly stopped sums with exponential-type distributions ⋮ Randomly stopped minima and maxima with exponential-type distributions ⋮ Asymptotics for the sum of three state Markov dependent random variables
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