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Can I read Convergence of the Normalized Maximum of Regularly Varying Random Functions in the Space on EtoBox?
Convergence of the Normalized Maximum of Regularly Varying Random Functions in the Space by Yoann Gentric is a Mathematics article available to read on EtoBox.
What is Convergence of the Normalized Maximum of Regularly Varying Random Functions in the Space about?
Let ξ, ξ 1 , ξ 2 , . . . be i.i.d. random functions in the space D of cadlag functions. The purpose of this note is to complement the result of de Haan and Lin (2001) on the link between regular variation of ξ and convergence of the normalized maximum n -1 n i=1 ξ i in the space C of continuous functions. We study when regular variation implies convergence of the normalized maximum in D. After exhibiting an example, which shows that this is not true in the general case, we give a sufficient condition under which this implication takes place.
Who reads Convergence of the Normalized Maximum of Regularly Varying Random Functions in the Space?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Yoann Gentric
- Publisher
- Elsevier Science; Elsevier ; Elsevier Masson; Elsevier BV; Cellule MathDoc/CEDRAM (ISSN 1631-073X)
- Published
- 2008
- Language
- EN
- Field
- Mathematics (Physical Sciences)