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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 4, Pages 787–799 (Mi tvp4015)  
This article is cited in 22 scientific papers (total in 22 papers)

Domains of attraction of the max-semistable laws under linear and power normalizations

I. V. Grinevich

Steklov Mathematical Institute, Russian Academy of Sciences
Full-text PDF (670 kB) Citations (22)
Abstract: We consider the domains of attraction of the univariate semi-stable laws in the scheme of cumulative maxima of independent identically distributed random variables and obtain necessary and sufficient conditions for a nondegenerate distribution function to belong to the domain of attraction of a max-semistable law under linear and power normalization. These theorems include the well-known criteria for belonging to the domains of attraction of max-stable laws as a special case; examples are given. The relation between the domains of attraction under linear and power normalization is shown.
Keywords: domain of attraction, max-stable law, max-semistable law, linear and power normalization.
Received: 22.02.1993
English version:
Theory of Probability and its Applications, 1993, Volume 38, Issue 4, Pages 640–650
DOI: https://doi.org/10.1137/1138064
Bibliographic databases:
Language: Russian
Citation: I. V. Grinevich, “Domains of attraction of the max-semistable laws under linear and power normalizations”, Teor. Veroyatnost. i Primenen., 38:4 (1993), 787–799; Theory Probab. Appl., 38:4 (1993), 640–650
Citation in format AMSBIB
\Bibitem{Gri93}
\by I.~V.~Grinevich
\paper Domains of attraction of the max-semistable laws under linear and power normalizations
\jour Teor. Veroyatnost. i Primenen.
\yr 1993
\vol 38
\issue 4
\pages 787--799
\mathnet{http://mi.mathnet.ru/tvp4015}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1317998}
\zmath{https://zbmath.org/?q=an:0835.60012}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 38
\issue 4
\pages 640--650
\crossref{https://doi.org/10.1137/1138064}
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    • This publication is cited in the following 22 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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