Asymptotic distribution of the maximum of n independent stochastic processes
DOI10.2307/3214622zbMATH Open0770.60036OpenAlexW2085764675MaRDI QIDQ5285997FDOQ5285997
Authors: Rajeeva L. Karandikar, August A. Balkema, Laurens De Haan
Publication date: 29 June 1993
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214622
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Poisson processfunctional limit theoremmaximamax-infinitely divisiblecontinuous in probabilitymax-self-decomposabletriangular array of processes
Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)
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