Limit laws for a sequence between the maximum and the sum of independent exponentials

Statistics and Probability Letters

Volumn 35, Issue 1, 1997, Pages 25-32

  Gomes, João ^a   Oliveira, Orlando ^a  

^a Cidade University   (Portugal)

Author keywords

Extreme value theory; Record values; Strong convergence; Weak convergence

Indexed keywords

EID: 0031571464     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00212-x     Document Type: Article

References (4)

1. Greenwood, P.E., Hooghiemstra, G., (1991). On the domain of attraction of an operator between supremum and sum, Probab. Theory and Related Fields 89, 201-210.
2. Hollander, F.G., Hooghiemstra, M. Keane, Resing, J., (1991). Strong law and central limit theorem for a process between maxima and sums Probab. Theory and Related Fields 90, 37-55.
3. Resnick, S.I., (1987). Extreme Values, Regular Variation, and Point Processes. Springer, New York.
4. Rudin, W., (1976). Principles of Mathematical Analysis. McGraw-Hill, New York.