Boston University Libraries OpenBU
    JavaScript is disabled for your browser. Some features of this site may not work without it.
    View Item 
    •   OpenBU
    • BU Open Access Articles
    • BU Open Access Articles
    • View Item
    •   OpenBU
    • BU Open Access Articles
    • BU Open Access Articles
    • View Item

    Limit theorems for maxima of heavy-tailed terms with random dependent weights

    Thumbnail
    License
    Attribution-NoDerivatives 4.0 International
    Date Issued
    2007
    Author(s)
    Stoev, Stilian
    Taqqu, Murad S.
    Share to FacebookShare to TwitterShare by Email
    Export Citation
    Download to BibTex
    Download to EndNote/RefMan (RIS)
    Metadata
    Show full item record
    Permanent Link
    https://hdl.handle.net/2144/31463
    Citation (published version)
    Stilian Stoev, Murad S Taqqu. 2007. "Limit Theorems for Maxima of Heavy-Tailed Terms with Random Dependent Weights." Pliska Studia Mathematica Bulgarica, 2007, v. 18, pp. 361-378.
    Abstract
    We study the general case when the weights Wj , j N can be dependent and in particular long-range dependent. Under mild tail and convergence conditions on the weights Wjs, we establish limit theorems for scaled versions of the process fMn(t)gt_0, as n ! 1. The limit processes are mixtures of extremal Frechet processes. The results are valid when the laws of the Uj’s belong to the normal domain of attraction of a Frechet distribution or to a sub-class of the general domain of attraction of a Frechet law.
    Rights
    Attribution-NoDerivatives 4.0 International
    Collections
    • BU Open Access Articles [1475]
    • CAS: Mathematics & Statistics: Scholarly Papers [116]


    Boston University
    Contact Us | Send Feedback | Help
     

     

    Browse

    All of OpenBUCommunities & CollectionsIssue DateAuthorsTitlesSubjectsThis CollectionIssue DateAuthorsTitlesSubjects

    Deposit Materials

    LoginNon-BU Registration

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Boston University
    Contact Us | Send Feedback | Help