Extreme value theory for a class of discrete distributions with applications to some stochastic processes
- 1 April 1970
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 7 (1) , 99-113
- https://doi.org/10.2307/3212152
Abstract
Letξnbe the maximum of a set ofnindependent random variables with common distribution functionFwhose support consists of all sufficiently large positive integers. Some of the classical asymptotic results of extreme value theory fail to apply toξnfor suchFand this paper attempts to find weaker ones which give some description of the behaviour ofξnasn→ ∞. These are then applied to the extreme value theory of certain regenerative stochastic processes.Keywords
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