Abstract
Asymptotic expressions for the downcrossing probabilities of certain extremal and their related order statistics processes are obtained.
Citation
Judah M. Frankel. "A Note on Downcrossings for Extremal Processes." Ann. Probab. 4 (1) 151 - 152, February, 1976. https://doi.org/10.1214/aop/1176996195
Information
Published: February, 1976
First available in Project Euclid: 19 April 2007
MathSciNet: MR405551
Digital Object Identifier: 10.1214/aop/1176996195
Subjects:
Primary:
60F15
Secondary:
60J25
,
60J50
Keywords:
boundary crossings
,
extremal processes
,
order statistics
Rights: Copyright © 1976 Institute of Mathematical Statistics