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

DOI10.1007/S11253-005-0185-8MaRDI QIDQ5477147zbMATH OpenOpenAlexFDO

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
• scientific article; zbMATH DE number 3965137 (Why is no real title available?)

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