The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables

DOI10.1007/BF00533637zbMath0402.60022MaRDI QIDQ4187066

Juerg Hüsler

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

StabilityMaximaRandom VariablesFirst Crossing PointLast Exit TimeSequences of IidWeak Limit Laws

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (4)

The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences ⋮ Limit distribution of the last exit time for stationary random sequences ⋮ The law of the iterated logarithm for the last exit time of independent random sequences ⋮ On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences

Cites Work

• Unnamed Item
• On limit distributions of first crossing points of Gaussian sequences
• Almost sure limiting behaviour of first crossing points of Gaussian sequences
• On the domain of attraction of \(e^{-e^{-x}}\)
• Sur la distribution limite du terme maximum d'une série aléatoire
• A form of regular variation and its application to the domain of attraction of the double exponential distribution
• On extreme values in stationary sequences

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