The maximum and mean of a random length sequence

DOI10.2307/3214583zbMath0756.60046OpenAlexW4249312998MaRDI QIDQ4018339

Peter J. Haas

Publication date: 16 January 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214583

zbMATH Keywords

convergence in distributionextreme value distributionrenewal processnon-negative random variablesrandom number of subintervals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Renewal theory (60K05)

Related Items (4)

The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables ⋮ The joint distribution of the sum and maximum of dependent Pareto risks ⋮ A new multivariate model involving geometric sums and maxima of exponentials ⋮ Limit theorems for mixed max-sum processes with renewal stopping

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