Extremes of random variables observed in renewal times

Autor:	Basrak, Bojan, Špoljarić, Drago
Rok vydání:	2014
Předmět:	Mathematics - Probability 60G70 (Primary) 60F17 60G55 60F05 (Secondary)
Druh dokumentu:	Working Paper
Popis:	We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1406.6208 Zobrazit plný text záznamu View this record from Arxiv