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1 results

Multivariate extremal processes generated by independent non-identically distributed random variables
Ishay Weissman
Journal:

Journal of Applied Probability / Volume 12 / Issue 3 / September 1975

Published online by Cambridge University Press:

14 July 2016, pp. 477-487

Print publication:

September 1975
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Let be the kth largest among Xn1, …, Xn[nt], where Xni = (Xi – an)/bn, {Xi} is a sequence of independent random variables and bn > 0 and an are norming constants. Suppose that for each converges in distribution. Then all the finite-dimensional laws of converge. The limiting process is represented in terms of a non-homogeneous two-dimensional Poisson process.