Asymptotic expansions for the maximum of random number of random variables

DOI10.1016/0304-4149(94)90047-7zbMath0813.60021OpenAlexW2113646693MaRDI QIDQ1336976

Serguei Novak

Publication date: 30 May 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90047-7

zbMATH Keywords

convergence ratesasymptotic expansionsextreme value theoryrenewal processlongest head runexponential moment condition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (1)

Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present

Cites Work

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• Extremes and related properties of random sequences and processes
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• Rate of convergence in the problem of the longest head-run
• On the waiting time till each of some given patterns occurs as a run
• On the asymptotic distribution of the number of random variables exceeding a given level
• On the length of the longest excursion
• On the Erdös-Rényi theorem for random fields and sequences and its relationships with the theory of runs and spacings
• An alternative proof of Lorden&s renewal inequality
• Limiting Distribution of the Maximum Term in Sequences of Dependent Random Variables
• Uniform rates of convergence in extreme-value theory

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