Abstract
Let ξn be the maximum of a set of n independent random variables with common distribution function F whose support consists of all sufficiently large positive integers. Some of the classical asymptotic results of extreme value theory fail to apply to ξn for such F and this paper attempts to find weaker ones which give some description of the behaviour of ξn as n → ∞. These are then applied to the extreme value theory of certain regenerative stochastic processes.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
117 articles.
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