The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables

DOI10.1007/BF00533637MaRDI QIDQ4187066zbMATH OpenFDO

Authors J. Hüsler

Publication date 1979

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

MaximaStabilityRandom VariablesFirst Crossing PointLast Exit TimeSequences of IidWeak Limit Laws

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites work

• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• A form of regular variation and its application to the domain of attraction of the double exponential distribution
• Almost sure limiting behaviour of first crossing points of Gaussian sequences
• On extreme values in stationary sequences
• On limit distributions of first crossing points of Gaussian sequences
• On the domain of attraction of \(e^{-e^{-x}}\)
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(4)

• On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
• The law of the iterated logarithm for the last exit time of independent random sequences
• The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences
• Limit distribution of the last exit time for stationary random sequences

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