Strong approximation of maxima by extremal processes

DOI10.1214/aop/1048516541zbMath1033.60064OpenAlexW2056479623MaRDI QIDQ1394535

Ingo Fahrner, Ulrich Stadtmüller

Publication date: 20 March 2004

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

Full work available at URL: https://doi.org/10.1214/aop/1048516541

zbMATH Keywords

invariance principlestrong approximationsample maximaspeed of convergenceextremal process

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items

Limit theorems for counting variables based on records and extremes

Cites Work

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