Limit Laws for Norms of IID Samples with Weibull Tails
نویسندگان
چکیده
منابع مشابه
Limit Laws for Norms of IID Samples with Weibull Tails
We are concerned with the limit distribution of lt-norms RN (t) = ‖XN‖t (of order t) of samples XN = (X1, . . . , XN ) of i.i.d. positive random variables, as N → ∞, t → ∞. The problem was first considered by Schlather(10), but the case where {Xi} belong to the domain of attraction of Gumbel’s double exponential law (in the sense of extreme value theory) has largely remained open (even for an e...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2006
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-006-0036-z