Embedding sequences of successive maxima in extremal processes, with applications

DOI10.2307/3214208zbMath0633.60046OpenAlexW2332877319MaRDI QIDQ3771330

Rocco Ballerini, Sidney I. Resnick

Publication date: 1987

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214208

zbMATH Keywords

Gumbel distributionextremal processnumber of recordsasymptotic behaviour of the inter-record timessequence of records

Mathematics Subject Classification ID

Strong limit theorems (60F15) Exchangeability for stochastic processes (60G09)

Related Items (10)

A random power record model ⋮ Records in the \(F^ \alpha\)-scheme. I: Martingale properties ⋮ A dependent \(F^ \alpha\)-scheme ⋮ Asymptotic distributions of records in nonstationary schemes ⋮ Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme ⋮ On characterizations of independent identically distributed random variables via order structures ⋮ Distribution-free inference in record series ⋮ Limit Theorems for Record Indicators in Threshold $F^\alpha$-Schemes ⋮ Normalizing constants for record values in Archimedean copula processes ⋮ Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family

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