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February, 1975 Extremal Processes Generated by Independent Nonidentically Distributed Random Variables
Ishay Weissman
Ann. Probab. 3(1): 172-177 (February, 1975). DOI: 10.1214/aop/1176996459

Abstract

Let $M_n = \max\{X_1, \cdots, X_n\}$ and $m_n(t) = (M_{\lbrack nt\rbrack} - a_n)/b_n(t \geqq 1/n)$, where the $\{X_i\}$ are independent rv's and $a_n$ and $b_n > 0$ are real constants. Suppose all the finite-dimensional laws of $m_n$ converge to those of a stochastic process $m = \{m(t): t > 0\}$. This paper is a study of the class of all such processes $m$.

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Ishay Weissman. "Extremal Processes Generated by Independent Nonidentically Distributed Random Variables." Ann. Probab. 3 (1) 172 - 177, February, 1975. https://doi.org/10.1214/aop/1176996459

Information

Published: February, 1975
First available in Project Euclid: 19 April 2007

zbMATH: 0303.60031
MathSciNet: MR362567
Digital Object Identifier: 10.1214/aop/1176996459

Subjects:
Primary: 60K99
Secondary: 60J25 , 62E20 , 62G30

Keywords: convergence of finite-dimensional laws , extremal processes , stationary transition probabilities

Rights: Copyright © 1975 Institute of Mathematical Statistics

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Vol.3 • No. 1 • February, 1975
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