Article contents
Limit laws for kth order statistics from strong-mixing processes
Published online by Cambridge University Press: 14 July 2016
Abstract
We present necessary and sufficient conditions for the weak convergence of the distributions of the kth order statistics from a strictly stationary strong-mixing sequence of random variables to limit laws which are represented in terms of a compound Poisson distribution. The obtained limit laws form a class larger than that occurring in the independent case.
- Type
- Research Papers
- Information
- Copyright
- Copyright © Applied Probability Trust 1984
References
- 6
- Cited by