The limit theorems on extreme order statistics and partial sums of i.i.d. random variables

DOI10.1515/MATH-2024-0047zbMATH Open1546.601MaRDI QIDQ6595229FDOQ6595229

Authors: Gaoyu Li, Chengxiu Ling, Zhongquan Tan 

Publication date: 29 August 2024

Published in: Open Mathematics (Search for Journal in Brave)

Recommendations

• Limit theorems for bivariate extremes of non-identically distributed random variables
• On the limit distribution of the extremes of a random number of independent random variables
• scientific article; zbMATH DE number 2075771
• On the Role of Extreme Summands in Sums of Independent Random Variables

zbMATH Keywords

point processpartial sumsextreme order statisticsalmost sure limit theorem

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Extreme value theory. An introduction.
• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence
• Maxima and sum for discrete and continuous time Gaussian processes
• Asymptotic distribution for the sum and maximum of Gaussian processes
• On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Asymptotic distribution of sum and maximum for Gaussian processes
• Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• Almost sure convergence of extreme order statistics
• Improved results in almost sure central limit theorems for the maxima and partial sums for Gaussian sequences
• The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences
• Almost sure central limit theorem for partial sums and maxima
• Title not available (Why is that?)
• Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence
• The maxima and sums of multivariate non-stationary Gaussian sequences
• A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
• Almost sure central limit theorem for self-normalized partial sums and maxima
• A note on the almost sure central limit theorems for the maxima and sums
• The joint limiting distribution of sums and maxima of stationary sequences
• Limit distribution of the sum and maximum from multivariate Gaussian sequences
• Sums and maxima in stationary sequences
• Title not available (Why is that?)
• A note on almost sure central limit theorem in the joint version for the maxima and sums
• Title not available (Why is that?)
• Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences
• Almost sure convergence for the maximum and the sum of nonstationary Gaussian sequences
• On the maxima and sums of homogeneous Gaussian random fields
• Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields

This page was built for publication: The limit theorems on extreme order statistics and partial sums of i.i.d. random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6595229)