A note on weak convergence to extremal processes

S. Ravi

Statistics & Probability Letters, 1992, vol. 13, issue 4, 301-306

Abstract: Let {Xn, n [greater-or-equal, slanted] 1} be a sequence of independent random variables and Mn = max1 [less-than-or-equals, slant] k [less-than-or-equals, slant] n Xk, n [greater-or-equal, slanted] 1. Define for n [greater-or-equal, slanted] 1, Yn(t) = Gn-1(X1) if 0

Keywords: Limit; processes; extremal; processes; weak; convergence; Skorokhod; J1-topology (search for similar items in EconPapers)
Date: 1992
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