𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On extreme value asymptotics for increments of renewal processes

✍ Scribed by Josef Steinebach; Vera R. Eastwood


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
401 KB
Volume
45
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Extreme Value Asymptotics for Multivaria
✍ Josef Steinebach; Vera R. Eastwood πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 499 KB

For a sequence of partial sums of d-dimensional independent identically distributed random vectors a corresponding multivariate renewal process is defined componentwise. Via strong invariance together with an extreme value limit theorem for Rayleigh processes, a number of weak asymptotic results are