Limiting Distribution of the Maximum Term in Sequences of Dependent Random Variables
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Publication:3845723
DOI10.1214/AOMS/1177704458zbMATH Open0109.11804OpenAlexW2066460086WikidataQ87453257 ScholiaQ87453257MaRDI QIDQ3845723FDOQ3845723
Publication date: 1962
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177704458
Cited In (28)
- Exact distribution of random order statistics and applications in risk management
- Computer experiments for the analysis of extreme-value phenomena
- Partial Ordering and Aging Properties of Order Statistics When the Sample Size is Random: A Brief Review
- A class of dependent random variables and their maxima
- On collisions times of `self-sorting' interacting particles in one-dimension with random initial positions and velocities
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
- On order statistics for random sample size
- ON THE DISTRIBUTION OF ORDER STATISTICS FOR A RANDOM SAMPLE SIZE
- ON THE DISTRIBUTIONS OF ORDER STATISTICS FOR A RANDOM SAMPLE SIZE
- Limit theorems for mixed max-sum processes with renewal stopping
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- Extremes of random variables observed in renewal times
- Asymptotics of Bonferroni for dependent normal test statistics
- Maximum Queue Length and Waiting Time Revisited: Multserver G/G/c Queue
- The limit theorem for maximum of partial sums of exchangeable random variables
- On limit reliability functions of large multi-state systems with ageing components
- A spectral theory approach for extreme value analysis in a tandem of fluid queues
- Asymptotic expansions for the maximum of random number of random variables
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Maximum values in queueing processes
- Extremes and local dependence in stationary sequences
- On the almost sure convergence of randomly indexed maximum of random variables
- On extremes of random clusters and marked renewal cluster processes
- Extreme values of autocorrelated sequences
- Two theorems on the sequence of maxima of independent random variables
- Limit laws for mixtures with applications to asymptotic theory of extremes
- A general multiparameter version of Gnedenko's transfer theorem
- Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations
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