Limit theorems for maxima of some dependent random sums

被引：0

作者：

T. V. Kuznetsova

机构：

[1] Faculty of Mechanics and Mathematics, Moscow State University, Leninskie Gory

来源：

Moscow University Mathematics Bulletin | 2012年 / 67卷 / 3期

关键词：

Characteristic Function; Limit Theorem; Independent Random Variable; Limit Distribution; Heavy Tail;

D O I：

10.3103/S0027132212030047

中图分类号：

学科分类号：

摘要：

A family of extrema having the form, is considered, here the random variables {X ij}, i ≥ 1, j ≥ 1, are dependent in columns (with identical j) and independent in rows (with different j). The asymptotics of Y mn for m, n → ∞ is studied. Three particular cases are considered: a normal distribution, a Laplace distribution, and an α-stable distribution. © 2012 Allerton Press, Inc.

引用

页码：107 / 111

页数：4

共 5 条

[1]

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[2]

Lebedev A.V., Maxima of Independent Sums in the Case of Heavy Tails, Teor. Veroyatn. I Primenen., 49, 4, (2004)

[3]

Kuznetsova N.V., Improvement of the Limit Theorem for Maxima of Independent Random Sums in the Case of Zero Asymmetry, Teor. Veroyatn. I Primenen., 55, 2, (2010)

[4]

Feller W., An Introduction to Probability Theory and Its Applications, 2, (1984)

[5]

Borak S., Hardle W., Weron R., Stable distributions

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