Titlebook: Extremes and Related Properties of Random Sequences and Processes; M. R. Leadbetter,Georg Lindgren,Holger Rootzén Book 1983 Springer-Verla

Frequency

https://doi.org/10.1007/978-1-4612-5449-2Extremum; Maxima; Properties; Random variable; Stochastischer Prozess; Zufallsfolge; statistics

athlete’s-foot

Springer Series in Statisticshttp://image.papertrans.cn/f/image/320076.jpg

enhance

Asymptotic Distributions of Extremesforms for the limiting distribution of maxima in sequences of i.i.d. random variables. In the derivation, the possible limiting distributions are identified with a class having a certain stability property—the so-called . distributions. It is further shown that this class consists precisely of the t

與野獸博斗者

Exceedances of Levels and ,th Largest Maximatain limiting distributional results for the kth largest value among ξ.,…, ξ.. In particular, when the familiar assumption . holds (Equation (1.5.1)), it will be shown that the exceedances take on a Poisson character as . becomes large. This leads to the limiting distributions for the kth largest va

Obsequious

法官

Normal Sequencesre normal. Their importance is enhanced by the fact that their joint normal distributions are determined by the mean and the covariance structure of the sequence. In this chapter we investigate the extremal properties of stationary normal sequences. In particular covariance conditions will be obtain

不適當(dāng)

緩解

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