Intermediate- and extreme-sum processes

DOI10.1016/0304-4149(92)90137-FzbMath0749.60030OpenAlexW1989015269MaRDI QIDQ1185784

David M. Mason, Sándor Csörgö

Publication date: 28 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90137-f

zbMATH Keywords

weak convergenceorder statisticsintermediate order statisticsextreme-sum processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Extremes and related properties of random sequences and processes
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• A strong invariance theorem for the tail empirical process
• The asymptotic distribution of extreme sums
• Intermediate sums and stochastic compactness of maxima
• Functional central limit theorems for processes with positive drift and their inverses

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