Asymptotic distribution of the maximum of n independent stochastic processes

Asymptotic distribution of the maximum of n independent stochastic processes

Limits in distribution of maxima of independent stochastic processes are characterized in terms of spectral functions acting on a Poisson point process.

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Bibliographische Detailangaben
Veröffentlicht in:Journal of applied probability 1993-03, Vol.30 (1), p.66-81
Hauptverfasser: Balkema, A. A., De Haan, L., Karandikar, R. L.
Format: Artikel
Sprache:eng
Schlagworte:
Distribution functions
Division
Exact sciences and technology
Lebesgue measures
Limit theorems
Mathematical functions
Mathematical maxima
Mathematics
Probability and statistics
Probability theory and stochastic processes
Random variables
Reasoning
Research Papers
Sciences and techniques of general use
Stochastic processes
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Beschreibung
Zusammenfassung:Limits in distribution of maxima of independent stochastic processes are characterized in terms of spectral functions acting on a Poisson point process.
ISSN:0021-9002
1475-6072
DOI:10.2307/3214622