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Stability theorems for maxima of dependent sequences |
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| Authors: | Michael Z FLi R J Tomkins |
| Abstract: | Three stability theorems due to Gnedenko (1943), Barndorff-Nielsen (1963), and Tomkins (1986) are extended to the sample maxima of identically distributed ?-mixing and m-dependent sequences. |
| Keywords: | Maxima stability extreme values m-dependence ϕ -mixing a s convergence complete convergence |