Multivariate extremal processes generated by independent non-identically distributed random variables
- 1 September 1975
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 12 (3) , 477-487
- https://doi.org/10.2307/3212862
Abstract
Let be the kth largest among Xn1, …, Xn[nt], where Xni = (Xi – an)/bn, {Xi} is a sequence of independent random variables and bn > 0 and an are norming constants. Suppose that for each converges in distribution. Then all the finite-dimensional laws of converge. The limiting process is represented in terms of a non-homogeneous two-dimensional Poisson process.Keywords
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