Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Vestnik Moskov. Univ. Ser. 1. Mat. Mekh.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2022, Number 1, Pages 3–8 (Mi vmumm4444)  

Mathematics

The possibility of existence of extremal indices exceeding one

A. V. Lebedev

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
References:
Abstract: The classical extremal index is an important characteristic of the asymptotic behavior of maxima in stationary random sequences. However, in practice, there is also a need to study maxima on more complex structures than the natural numbers set. This paper continues the cycle devoted to the author's generalization of the extremal index to a random-length series scheme, which allows working with a wider class of stochastic structures. For cases where an exact extremal index does not exist, partial indices were previously introduced. Unlike the classical extremal index, they can take values greater than one (which corresponds to a negative dependence of random variables). The question is whether an exact extremal index greater than one is possible remains open. In this paper, this question is partially closed (the impossibility is proved under certain conditions).
Key words: extremal index, scheme of series, stable distributions, heavy tails, maxima, copula.
Received: 21.02.2020
Revised: 26.11.2021
English version:
Moscow University Mathematics Bulletin, 2022, Volume 77, Issue 1, Pages 1–6
DOI: https://doi.org/10.3103/S0027132222010041
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. V. Lebedev, “The possibility of existence of extremal indices exceeding one”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2022, no. 1, 3–8; Moscow University Mathematics Bulletin, 77:1 (2022), 1–6
Citation in format AMSBIB
\Bibitem{Leb22}
\by A.~V.~Lebedev
\paper The possibility of existence of extremal indices exceeding one
\jour Vestnik Moskov. Univ. Ser.~1. Mat. Mekh.
\yr 2022
\issue 1
\pages 3--8
\mathnet{http://mi.mathnet.ru/vmumm4444}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4442656}
\zmath{https://zbmath.org/?q=an:07584496}
\transl
\jour Moscow University Mathematics Bulletin
\yr 2022
\vol 77
\issue 1
\pages 1--6
\crossref{https://doi.org/10.3103/S0027132222010041}
Linking options:
  • https://www.mathnet.ru/eng/vmumm4444
  • https://www.mathnet.ru/eng/vmumm/y2022/i1/p3
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Statistics & downloads:
    Abstract page:107
    Full-text PDF :19
    References:25
    First page:5
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024