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Extreme value theory for a class of discrete distributions with applications to some stochastic processes

Published online by Cambridge University Press:  14 July 2016

C. W. Anderson
C. W. Anderson*
Affiliation:
Imperial College, London
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Abstract

Let ξn be the maximum of a set of n independent random variables with common distribution function F whose support consists of all sufficiently large positive integers. Some of the classical asymptotic results of extreme value theory fail to apply to ξn for such F and this paper attempts to find weaker ones which give some description of the behaviour of ξn as n → ∞. These are then applied to the extreme value theory of certain regenerative stochastic processes.

Type
Research Papers
Information
Journal of Applied Probability , Volume 7 , Issue 1 , April 1970 , pp. 99 - 113
Copyright
Copyright © Applied Probability Trust 

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References

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