On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws

DOI10.1007/s10687-010-0109-3zbMath1329.60155OpenAlexW2007822984MaRDI QIDQ906610

Sreehari Maddipatla, Vasudeva Rasbagh, Sreenivasan Ravi

Publication date: 22 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-010-0109-3

zbMATH Keywords

convolutionsextreme value limit lawsmax domains of attraction of sums/products of random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

Cites Work

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• Chover's law of the iterated logarithm and weak convergence
• Convolution tails, product tails and domains of attraction
• A note on domains of attraction of \(p\)-max stable laws
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• Propriété asymptotique des excès additifs et valeurs extrêmes: le cas de la loi de Gumbel
• Convolutions of Distributions Attracted to Stable Laws