Skip navigation
Skip navigation

Ergodic behaviour of extreme values

Cheng, Shihong; Peng, L; Qi, Yongchun

Description

Let {Xn, n ≥ 1} be independent identically distributed random variables with a common non-degenerate distribution function F. For each n ≥ 1, denote Mn = max{X1, . . . , Xn}. Under certain conditions on F, there exist constants an > 0 and bn ∈ ℝ s

dc.contributor.authorCheng, Shihong
dc.contributor.authorPeng, L
dc.contributor.authorQi, Yongchun
dc.date.accessioned2015-12-13T23:22:03Z
dc.date.available2015-12-13T23:22:03Z
dc.identifier.issn1446-7887
dc.identifier.urihttp://hdl.handle.net/1885/91260
dc.description.abstractLet {Xn, n ≥ 1} be independent identically distributed random variables with a common non-degenerate distribution function F. For each n ≥ 1, denote Mn = max{X1, . . . , Xn}. Under certain conditions on F, there exist constants an > 0 and bn ∈ ℝ s
dc.publisherAustralian Mathematics Publishing Association
dc.sourceJournal of the Australian Mathematical Society
dc.subjectKeywords: Almost sure convergence; Ergodic behaviour; Extreme values; Logarithmic means
dc.titleErgodic behaviour of extreme values
dc.typeJournal article
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.citationvolume68
dc.date.issued2000
local.identifier.absfor020204 - Plasma Physics; Fusion Plasmas; Electrical Discharges
local.identifier.ariespublicationMigratedxPub21949
local.type.statusPublished Version
local.contributor.affiliationCheng, Shihong, Peking University
local.contributor.affiliationPeng, L, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationQi, Yongchun, Peking University
local.bibliographicCitation.issue2
local.bibliographicCitation.startpage170
local.bibliographicCitation.lastpage180
dc.date.updated2015-12-12T09:09:44Z
local.identifier.scopusID2-s2.0-0039030450
CollectionsANU Research Publications

Download

There are no files associated with this item.
Show simple item record


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator