Limit theorems for extremes with random sample size

DOI10.1239/AAP/1035228129zbMath0916.60017OpenAlexW2002725765MaRDI QIDQ4221254

Dmitrii S. Silvestrov, Jozef L. Teugels

Publication date: 11 March 1999

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

Full work available at URL: https://doi.org/10.1239/aap/1035228129

zbMATH Keywords

weak convergenceSkorokhod topologyrandom sample sizeextremal process

Mathematics Subject Classification ID

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

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Limit theorems for randomly stopped stochastic processes ⋮ On extremes of random clusters and marked renewal cluster processes ⋮ Limit laws for maxima of a stationary random sequence with random sample size ⋮ Partial Ordering and Aging Properties of Order Statistics When the Sample Size is Random: A Brief Review ⋮ Exact distribution of random order statistics and applications in risk management ⋮ The limit theorems for maxima of stationary Gaussian processes with random index ⋮ Limit theorems for mixed max-sum processes with renewal stopping ⋮ Coupled continuous time random maxima ⋮ Limit theorems for extremal processes generated by a point process with correlated time and space components ⋮ Extremal limit theorems for observations separated by random power law waiting times ⋮ Reinsurance of large claims ⋮ Limit laws for the maxima of stationary chi-processes under random index ⋮ Extremes of random variables observed in renewal times ⋮ Functional weak convergence of partial maxima processes

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