Extreme value theory for triangular arrays of dependent random variables

DOI10.1070/RM9964zbMath1458.05240MaRDI QIDQ5150143

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Publication date: 9 February 2021

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

non-stationary sequencesrandom fields on \(\mathbb Z^k_+\)

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Extreme value theory; extremal stochastic processes (60G70)

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Cites Work

• An estimate for the probability of dependent events
• Sur la distribution limite du terme maximum d'une série aléatoire
• Extreme values of non-stationary random sequences
• On the Distribution of the Maximum of Random Variables
• On extreme values in stationary sequences
• Limiting crossing probabilities of random fields
• Unnamed Item