Asymptotic distribution of the maximum of n independent stochastic processes

DOI10.2307/3214622zbMath0770.60036OpenAlexW2085764675MaRDI QIDQ5285997

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

functional limit theoremPoisson processmaximamax-infinitely divisiblecontinuous in probabilitymax-self-decomposabletriangular array of processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude ⋮ Stochastic integral representations and classification of sum- and max-infinitely divisible processes ⋮ Self-similar extremal processes ⋮ Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences

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