Limit laws for the maximum of weighted and shifted i.i.d. random variables

DOI10.1214/AOP/1176993306zbMATH Open0538.60024OpenAlexW1996440998MaRDI QIDQ793432FDOQ793432

Authors: D. J. Daley, Peter Hall 

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aop/1176993306

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zbMATH Keywords

extreme value theorydomain of attractionlimit laws

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Cited In (7)

• Asymptotic distribution of maximal autoregressive process with weight tending to 1
• Limit laws for norms of IID samples with Weibull tails
• Some limit theorems for an energy storage model
• On the stationary law of a nonlinear autoregressive Markov chain
• Extreme value theory for suprema of random variables with regularly varying tail probabilities
• Limit theorems for discounted convergent perpetuities. II
• Maximum term of a particular autoregressivesequence with discrete margins

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