Embedding in extremal processes and the asymptotic behavior of sums of minima
type: Item
instance of: scholarly article
title: Embedding in extremal processes and the asymptotic behavior of sums of minima
zbMATH Open document ID: 0685.60035
DOI: 10.1016/0167-7152(89)90125-9
author: R. Gouet
published in: Statistics \& Probability Letters
publication date: 1989-01-01T00:00:00Z
review text: We study the asymptotic behavior of sums of minima of positive i.i.d. r.v.'s. Strong convergence, a weak invariance principle and a law of iterated logarithms are obtained. Our approach is based on the embedding of partial maxima of i.i.d. r.v.'s in a suitable extremal process, and uses a simple asymptotic relationship between record times and jump times of the extremal process.
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 4122962
zbMATH Keywords: asymptotic behavior of sums of minima
zbMATH Keywords: Strong convergence
zbMATH Keywords: extremal process
MaRDI profile type: Publication
full work available at URL: 0167-7152(89)90125-9
OpenAlex ID: W1999422664
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description: scientific article; zbMATH DE number 4122962