Sums and maxima in stationary sequences

DOI10.2307/3214506zbMath0749.60018OpenAlexW2326743196WikidataQ58650840 ScholiaQ58650840MaRDI QIDQ3980538

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Publication date: 26 June 1992

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

Full work available at URL: https://doi.org/10.2307/3214506

zbMATH Keywords

extreme value distributionslimiting distributions of sums and maxima in stationary sequencesWeibull-type extreme value distribution functions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Distribution theory (60E99)

Related Items (8)

Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields ⋮ The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables ⋮ On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables ⋮ The joint distribution of the sum and maximum of dependent Pareto risks ⋮ On the maxima and sums of homogeneous Gaussian random fields ⋮ Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence ⋮ The maxima and sums of multivariate non-stationary Gaussian sequences ⋮ A new multivariate model involving geometric sums and maxima of exponentials

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