Embedding in extremal processes and the asymptotic behavior of sums of minima (Q1826202)
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scientific article; zbMATH DE number 4122962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Embedding in extremal processes and the asymptotic behavior of sums of minima |
scientific article; zbMATH DE number 4122962 |
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Embedding in extremal processes and the asymptotic behavior of sums of minima (English)
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1989
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We study the asymptotic behavior of sums of minima of positive i.i.d. r.v.'s. Strong convergence, a weak invariance principle and a law of iterated logarithms are obtained. Our approach is based on the embedding of partial maxima of i.i.d. r.v.'s in a suitable extremal process, and uses a simple asymptotic relationship between record times and jump times of the extremal process.
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asymptotic behavior of sums of minima
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Strong convergence
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extremal process
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