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Asymptotic distribution of the maximum of n independent stochastic processes

Part of: Nonparametric inference Limit theorems

Published online by Cambridge University Press:  14 July 2016

A. A. Balkema ,
L. De Haan  and
R. L. Karandikar
A. A. Balkema*
Affiliation:
University of Amsterdam
L. De Haan*
Affiliation:
Erasmus University, Rotterdam
R. L. Karandikar*
Affiliation:
Indian Statistical Institute, New Delhi
*
∗ Postal address: Mathematical Institute, University of Amsterdam, Plantage Muidergracht 24, 1018 TV Amsterdam, The Netherlands.
∗∗ Postal address: Econometric Institute, Erasmus University, Rotterdam, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands.
∗∗∗ Postal address: Indian Statistical Institute, 7 S. J. S. Sansanwal Marg, New Delhi 110 016, India.
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Abstract

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

Keywords

EXTREME VALUESLIMIT LAWS

MSC classification

Primary: 60F05: Central limit and other weak theorems
Secondary: 62G30: Order statistics; empirical distribution functions
Type
Research Papers
Information
Journal of Applied Probability , Volume 30 , Issue 1 , March 1993 , pp. 66 - 81
Copyright
Copyright © Applied Probability Trust 1993 

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