Abstract
Let ξn be the maximum of a set of n independent random variables with common distribution function F whose support consists of all sufficiently large positive integers. Some of the classical asymptotic results of extreme value theory fail to apply to ξn for such F and this paper attempts to find weaker ones which give some description of the behaviour of ξn as n → ∞. These are then applied to the extreme value theory of certain regenerative stochastic processes.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
