On limit theorems for the distribution of the maximal element in a sequence of random variables
DOI10.1137/S0040585X97T991854zbMATH Open1546.60045MaRDI QIDQ6589442
A. A. Borovkov, Evgeniĭ Igor'evich Prokopenko
Publication date: 19 August 2024
Published in: Theory of Probability and its Applications (Search for Journal in Brave)
rapidly decreasing tailsasymptotically invertible distributionintermediate classslowly decreasing tails
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)
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- On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains
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