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April 2003 Stong approximation of maxima by extremal processes
I. Fahrner, U. Stadtmüller
Ann. Probab. 31(2): 926-947 (April 2003). DOI: 10.1214/aop/1048516541

Abstract

Extending results by P. 1981--1983 we give strong approximation results for sample maxima by simple transformations of extremal processes and discuss the quality of the approximations. The limiting process becomes stationary after a transformation of the argument.

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I. Fahrner. U. Stadtmüller. "Stong approximation of maxima by extremal processes." Ann. Probab. 31 (2) 926 - 947, April 2003. https://doi.org/10.1214/aop/1048516541

Information

Published: April 2003
First available in Project Euclid: 24 March 2003

zbMATH: 1033.60064
MathSciNet: MR1964954
Digital Object Identifier: 10.1214/aop/1048516541

Subjects:
Primary: 60F17 , 60G70
Secondary: 60F15

Keywords: almost sure behavior of extremes , Extremal process , speed of convergeance , strong approximation

Rights: Copyright © 2003 Institute of Mathematical Statistics

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Vol.31 • No. 2 • April 2003
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