A Limit Theorem for Integral Functionals of an Extremum of Independent Random Processes

DOI10.1007/S11253-005-0185-8zbMATH Open1093.60023OpenAlexW134443555MaRDI QIDQ5477147FDOQ5477147

Authors: I. K. Matsak 

Publication date: 20 July 2006

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-005-0185-8

zbMATH Keywords

convergenceintegral functionalindependent stochastic processes

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Cited In (6)

• Limit laws for maxima of functions of independent non-identically distributed random variables
• Some limit theorems for independent random processes at random points in time and random elements defined by them
• Existence of limiting distribution for affine processes
• Limit distribution in the large of linear functionals over a random process of the second order
• A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
• Title not available (Why is that?)

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