Limit laws for kth order statistics from strong-mixing processes
- 1 December 1984
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 21 (4) , 720-729
- https://doi.org/10.2307/3213690
Abstract
We present necessary and sufficient conditions for the weak convergence of the distributions of the kth order statistics from a strictly stationary strong-mixing sequence of random variables to limit laws which are represented in terms of a compound Poisson distribution. The obtained limit laws form a class larger than that occurring in the independent case.Keywords
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