On the limiting distribution of extrema

zbMath0933.60055MaRDI QIDQ5967046

Serguei Novak

Publication date: 28 October 1999

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

weak convergenceextreme valuespoint process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Discrete-time Markov processes on general state spaces (60J05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Poisson approximation for expectations of unbounded functions of independent random variables ⋮ On exceedances of high levels ⋮ Multilevel clustering of extremes.

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