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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

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