An asymptotic independent representation in limit theorems for maxima of nonstationary random sequences

DOI10.1214/aop/1176989269zbMath0781.60042OpenAlexW2039854304MaRDI QIDQ686764

Adam Jakubowski

Publication date: 11 October 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989269

zbMATH Keywords

maximaasymptotic independent representationphantom distribution function

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99)

Related Items

Extremes of Markov sequences, Quenched phantom distribution functions for Markov chains, Phantom distribution functions for some stationary sequences, Directional phantom distribution functions for stationary random fields, Managing local dependencies in asymptotic theory for maxima of stationary random fields