Functional weak convergence of partial maxima processes
نویسندگان
چکیده
منابع مشابه
Weak Convergence of Partial Maxima Processes in the M1 Topology
It is known that for a sequence of independent and identically distributed random variables (Xn) the regular variation condition is equivalent to weak convergence of partial maximaMn = max{X1, . . . , Xn}, appropriately scaled. A functional version of this is known to be true as well, the limit process being an extremal process, and the convergence takes place in the space of càdlàg functions e...
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ژورنال
عنوان ژورنال: Extremes
سال: 2015
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-015-0236-y