On limit theorems for the distribution of the maximal element in a sequence of random variables
DOI10.1137/S0040585X97T991854zbMATH Open1546.60045MaRDI QIDQ6589442FDOQ6589442
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)
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Cites Work
- Extreme value theory. An introduction.
- Extremes and related properties of random sequences and processes
- Sur la distribution limite du terme maximum d'une série aléatoire
- Probability: A Graduate Course
- On extreme values in stationary sequences
- Extreme Values in the GI/G/1 Queue
- Asymptotic Analysis of Random Walks
- 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 the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains
Cited In (1)
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