An asymptotic independent representation in limit theorems for maxima of nonstationary random sequences

DOI10.1214/AOP/1176989269MaRDI QIDQ686764zbMATH OpenOpenAlexFDO

Authors Adam Jakubowski

Publication date 11 October 1993

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989269

zbMATH Keywords

maximaasymptotic independent representationphantom distribution function

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99)

Recommendations

• scientific article; zbMATH DE number 4109733
• EXTREME VALUE THEORY FOR CERTAIN NON-STATIONARY SEQUENCES1
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences
• New limiting distributions of maxima of independent random variables

Cited in

(8)

• On the asymptotic behavior of the sequence and series of running maxima from a real random sequence
• Directional phantom distribution functions for stationary random fields
• A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
• Extremes of Markov sequences
• Phantom distribution functions for some stationary sequences
• Managing local dependencies in asymptotic theory for maxima of stationary random fields
• Quenched phantom distribution functions for Markov chains
• Detecting systematic anomalies affecting systems when inputs are stationary time series

This page was built for publication: An asymptotic independent representation in limit theorems for maxima of nonstationary random sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q686764)