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On the number of points near the multivariate maxima

✍ Scribed by Enkelejd Hashorva; Jürg Hüsler


Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
134 KB
Volume
55
Category
Article
ISSN
0167-7152

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Limit theorems for the number and sum of
✍ Zhishui Hu; Chun Su 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 219 KB

Let X 1 ; X 2 ; : : : ; be a sequence of i.i.d. random variables. X j ; j 6 n is called a near-maximum i X j falls within a distance of the maximum M n = max{X 1 ; : : : ; X n }. In this paper, we focus on medium tailed distributions. A useful relationship on the number of near-maxima is built betwe