Weak convergence of multivariate 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: Journal of Multivariate Analysis
سال: 2017
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2016.11.012