Extreme value theory for a class of discrete distributions with applications to some stochastic processes
- 1 April 1970
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 7 (1), 99-113
- https://doi.org/10.2307/3212152
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.Keywords
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