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Selfdecomposable distributions for maxima of independent random vectors

✍ Scribed by E. I. Pancheva


Publisher
Springer
Year
1990
Tongue
English
Weight
598 KB
Volume
84
Category
Article
ISSN
1432-2064

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πŸ“œ SIMILAR VOLUMES


A note on maxima of bivariate random vec
✍ G. Hooghiemstra; J. HΓΌsler πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 273 KB

For i.i.d, bivariate normal vectors we consider the maxima of the projections with respect to two arbitrary directions. A limit theorem for these maxima is proved for the case that the angle of the two directions approaches zero. The result is generalized to a functional limit theorem.