Asymptotic distribution of the maximum of n independent stochastic processes

DOI10.2307/3214622MaRDI QIDQ5285997zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Poisson processfunctional limit theoremmaximamax-infinitely divisiblecontinuous in probabilitymax-self-decomposabletriangular array of processes

Mathematics Subject Classification ID

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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