Limit laws for the maximum of weighted and shifted i.i.d. random variables
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Publication:793432
DOI10.1214/aop/1176993306zbMath0538.60024OpenAlexW1996440998MaRDI QIDQ793432
Publication date: 1984
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993306
Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)
Related Items (6)
Extreme value theory for suprema of random variables with regularly varying tail probabilities ⋮ On the stationary law of a nonlinear autoregressive Markov chain ⋮ Some limit theorems for an energy storage model ⋮ Asymptotic distribution of maximal autoregressive process with weight tending to 1 ⋮ Limit theorems for discounted convergent perpetuities. II ⋮ Maximum term of a particular autoregressivesequence with discrete margins
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