Functional limit theorems for extreme values of arrays of independent random variables

DOI10.1214/AOP/1176993920zbMath0482.60033OpenAlexW2037542396MaRDI QIDQ1162755

Richard F. Serfozo

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1214/aop/1176993920

zbMATH Keywords

extreme valuesfunctional limit theoremPoisson processextremal process

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Decomposition for multivariate extremal processes ⋮ Limit theorems for the minimum interpoint distance between any pair of i.i.d. random points in \(R^ d\) ⋮ Limit theorems for mixed max-sum processes with renewal stopping ⋮ Self-similar extremal processes ⋮ The strong approximation of extremal processes (II)

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