Convergence of distributions of extremal independent random variables

DOI10.1007/BF00970835zbMATH Open0715.60025OpenAlexW2060513203MaRDI QIDQ751699FDOQ751699

D. Kharzeev

Publication date: 1990

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00970835

zbMATH Keywords

extreme valuespeed of convergencetriangular arrays of independent random variables

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sur la distribution limite du terme maximum d'une série aléatoire
• Uniform rates of convergence in extreme-value theory
• Theory and application of some classical and generalized asymptotic distributions of extreme values
• Rates of uniform convergence of extreme order statistics
• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory

Cited In (4)

• Ideal convergence of random variables
• Extended Euler-Maclaurin summation formulas
• On convergence of the maximum of dependent random variables
• Sums of independent triangular arrays and extreme order statistics

   Recommendations

• An asymptotic of the distribution of the extrema of independent random variables 👍 👎
• Convergence rate for density of maximum of independent random variables 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• New limiting distributions of maxima of independent random variables 👍 👎

This page was built for publication: Convergence of distributions of extremal independent random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q751699)