Asymptotic distribution of the maximum of n independent stochastic processes-Reference-Cited by-同舟云学术

Asymptotic distribution of the maximum of n independent stochastic processes

Published:1993-03 Issue:1 Volume:30 Page:66-81
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Balkema A. A.,De Haan L.,Karandikar R. L.

Abstract

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

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference14 articles.

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5. Supremum self-decomposable random vectors

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