The domain of attraction of the \(\alpha\)-sun operator for type II and type III distributions

DOI10.2307/3318461zbMath0899.60018OpenAlexW1572935872MaRDI QIDQ1380404

Gerard Hooghiemstra, Prescilla E. Greenwood

Publication date: 4 March 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/66bcd3b07f60876408f73549aeb73cf1baaa6061

zbMATH Keywords

weak convergenceself-similar Markov processesextremal limits

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (4)

Limit distributions of norms of vectors of positive i. i. d. random variables ⋮ The maximum domain of attraction of multivariate extreme value distributions is small ⋮ A note on the \(\alpha\)-sun distribution ⋮ On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \(\alpha\)-sun operator

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