ISSN:
1432-2064
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Summary Between the operations which produce partial maxima and partial sums of a sequenceY 1,Y 2, ..., lies the inductive operation:X n =X n-1∨(αX n-1+Y n ),n≧1, for 0〈α〈1. If theY n are independent random variables with common distributionF, we show that the limiting behavior of normed sequences formed from {X n ,n≧1}, is, for 0〈α〈1, parallel to the extreme value case α=0. ForF∈D(Φγ) we give a full proof of the convergence, whereas forF∈D(Ψγ)∪D(Λ), we only succeeded in proving tightness of the involved sequence. The processX n is interesting for some applied probability models.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01366906
Permalink