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

DOI10.1214/AOP/1176989269zbMATH Open0781.60042OpenAlexW2039854304MaRDI QIDQ686764FDOQ686764

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

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• EXTREME VALUE THEORY FOR CERTAIN NON-STATIONARY SEQUENCES1
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• New limiting distributions of maxima of independent random variables

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)

Cited In (8)

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

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