Limit distributions of norms of vectors of positive i. i. d. random variables

DOI10.1214/aop/1008956695zbMath1014.60015OpenAlexW1895320873MaRDI QIDQ1872208

Martin Schlather

Publication date: 6 May 2003

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

Full work available at URL: https://doi.org/10.1214/aop/1008956695

zbMATH Keywords

central limit theoremnormal distributionlimit theoremsextreme value theoryindependent identically distributed positive random variables\(l_p\)-norm

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)

Related Items (11)

Limit laws for power sums and norms of i.i.d. samples ⋮ Limit laws for norms of IID samples with Weibull tails ⋮ Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination ⋮ On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \(\alpha\)-sun operator ⋮ Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities ⋮ Limit Theorems for Random Exponentials: The Bounded Support Case ⋮ Limit laws for the norms of extremal samples ⋮ A Model-Based Approach for Making Ecological Inference from Distance Sampling Data ⋮ Limit theorems for sums of random exponentials ⋮ Robust transient analysis of multi-server queueing systems and feed-forward networks ⋮ Infinite server queues in a random fast oscillatory environment

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