On limit theorems for the distribution of the maximal element in a sequence of random variables

DOI10.1137/S0040585X97T991854MaRDI QIDQ6589442zbMATH OpenFDO

Authors A. A. Borovkov, Evgeniĭ Igor'evich Prokopenko

Publication date 19 August 2024

Published in Theory of Probability and its Applications (Search for Journal in Brave)

zbMATH Keywords

rapidly decreasing tailsasymptotically invertible distributionintermediate classslowly decreasing tails

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10)

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Cites work

• Asymptotic Analysis of Random Walks
• Extreme Values in the GI/G/1 Queue
• Extreme value theory. An introduction.
• Extremes and related properties of random sequences and processes
• Limit theorems for the maximum term of a stationary process
• Maxima and exceedances of stationary Markov chains
• On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$
• On extreme values in stationary sequences
• On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains
• Probability: A Graduate Course
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(1)

• The distribution of argmaximum or a winner problem

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