Local limit theorems for shock models

DOI10.1214/14-BJPS274zbMath1341.60107MaRDI QIDQ292936

Edward Omey, Rein Vesilo

Publication date: 9 June 2016

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1459429711

zbMATH Keywords

regular variationrenewal theoryshock modelsextreme value theorylocal limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Related Items (1)

A bound on the rate of convergence in the central limit theorem for renewal processes under second moment conditions

Cites Work

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• Shocks, runs and random sums
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• Multivariate subexponential distributions and random sums of random vectors
• Cumulative shock models
• A class of correlated cumulative shock models
• On the Rate of Convergence in Extreme Value Theory
• Uniform rates of convergence in extreme-value theory
• Probability for Statisticians
• Extreme shock models
• Mixed shock models

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