Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener. (Study of the extremes of a stationary m-dependent sequence with an application to the increments of Wiener processes)

Publication date: 1987

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1987__23_3_425_0

zbMATH Keywords

record values extreme value theory increments of the Wiener process sequence of record times

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Brownian motion (60J65) Large deviations (60F10)

Related Items (6)

Limit Theorems for Record Indicators in Threshold $F^\alpha$-Schemes ⋮ Block records and maxima of the increments of the Wiener process ⋮ Poisson, compound Poisson and process approximations for testing statistical significance in sequence comparisons ⋮ A strong invariance principle for the extremes of multivariate stationary $m$-dependent sequences ⋮ A strong invariance principle concerning the J-upper order statistics for stationary m-dependent sequences ⋮ First passage time for some stationary processes

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