Asymptotic distribution of the maximum of n independent stochastic processes

Balkema, A. A. ; de Haan, L. ; Karandikar, R. L. (1993) Asymptotic distribution of the maximum of n independent stochastic processes Journal of Applied Probability, 30 (1). pp. 66-81. ISSN 0021-9002

Full text not available from this repository.

Official URL: http://www.jstor.org/pss/3214622

Abstract

Limits in distribution of maxima of independent stochastic processes are characterized in terms of spectral functions acting on a Poisson point process.

Item Type:Article
Source:Copyright of this article belongs to Applied Probability Trust.
ID Code:73330
Deposited On:02 Dec 2011 10:31
Last Modified:02 Dec 2011 10:31

Repository Staff Only: item control page