Extreme Value Asymptotics for Multivaria
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Josef Steinebach; Vera R. Eastwood
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Article
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1996
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Elsevier Science
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English
β 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