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Large Deviation Principles for Sequences of Maxima and Minima
Authors:Rita Giuliano
Affiliation:Dipartimento di Matematica “L. Tonelli” , Università di Pisa, Largo Bruno Pontecorvo 5 , I-56127 Pisa , Italy
Abstract:In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on the (common) distribution function, we prove large deviation principles for sequences of maxima, minima and pairs formed by maxima and minima. The i.i.d. random variables can be either unbounded or bounded; in the first case maxima and minima have to be suitably normalized.
Keywords:Asymptotic independence  Joint distribution of minima and maxima  Large deviations  Regularly varying functions  Tail of a distribution function
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