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Teoriya Veroyatnostei i ee Primeneniya, 2005, Volume 50, Issue 1, Pages 177–189
DOI: https://doi.org/10.4213/tvp167
(Mi tvp167)
 

This article is cited in 6 scientific papers (total in 6 papers)

Short Communications

A generalization of the Mejzler–De Haan theorem

P. Mladenović

University of Belgrade, Faculty of Mathematics
References:
Abstract: Let $(k_n)$ be a sequence of positive integers such that $k_n\to~\infty$ as $n\to\infty$. Let $X^\ast_{n1},\dots,X^\ast_{nk_n}$, $n\inN$, be a double array of random variables such that for each $n$ the random variables $X^\ast_{n1}\dots X^\ast_{nk_n}$ are independent with a common distribution function $F_n$, and let us denote $M^\ast_n=\max\{X^\ast_{n1},\dots,X^\ast_{nk_n}\}$. We consider an example of double array random variables connected with a certain combinatorial waiting time problem (including both dependent and independent cases), where $k_n=n$ for all $n$ and the limiting distribution function for $M^\ast_n$ is $\Lambda(x)=\exp(-e^{-x})$, although none of the distribution functions $F_n$ belongs to the domain of attraction $D(\Lambda)$. We also generalize the Mejzler–de Haan theorem and give the necessary and sufficient conditions for the sequence $(F_n)$ under which there exist sequences $a_n>0$ and $b_n\in R$, $n\inN$, such that $F_n^{k_n}(a_nx+b_n)\to\exp(-e^{-x})$ as $n\to\infty$ for every real $x$.
Keywords: extreme value distributions, double array, domain of attraction, regular variation, double exponential distribution.
Received: 16.09.2001
English version:
Theory of Probability and its Applications, 2006, Volume 50, Issue 1, Pages 141–153
DOI: https://doi.org/10.1137/S0040585X97981561
Bibliographic databases:
Document Type: Article
Language: English
Citation: P. Mladenović, “A generalization of the Mejzler–De Haan theorem”, Teor. Veroyatnost. i Primenen., 50:1 (2005), 177–189; Theory Probab. Appl., 50:1 (2006), 141–153
Citation in format AMSBIB
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\by P.~Mladenovi{\'c}
\paper A generalization of the Mejzler--De Haan theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 2005
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\issue 1
\pages 177--189
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\elib{https://elibrary.ru/item.asp?id=9153115}
\transl
\jour Theory Probab. Appl.
\yr 2006
\vol 50
\issue 1
\pages 141--153
\crossref{https://doi.org/10.1137/S0040585X97981561}
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  • https://doi.org/10.4213/tvp167
  • https://www.mathnet.ru/eng/tvp/v50/i1/p177
  • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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