Small-Time almost-sure behaviour of extremal processes
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Description
An rth-order extremal process Δ(r) = (Δ(r) t ) t≥0 is a continuous-time analogue of the rth partial maximum sequence of a sequence of independent and identically distributed random variables. Studying maxima in continuous time gives rise to the notion of limiting properties of Δ t (r) as t ↓ 0. Here we describe aspects of the small-time behaviour of Δ(r) by characterising its upper and lower classes relative to a nonstochastic nondecreasing function b t > 0 with lim t↓ b t = 0. We are then able...[Show more]
Collections | ANU Research Publications |
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Date published: | 2017 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/247937 |
Source: | Advances in Applied Probability |
DOI: | 10.1017/apr.2017.7 |
Access Rights: | Open Access |
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File | Description | Size | Format | Image |
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Maller.Schmidli.Adv.Prob.Rev1_AAM.pdf | 382.13 kB | Adobe PDF |
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