Large Deviation Principles for Sequences of Maxima and Minima |
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Authors: | Rita Giuliano |
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Affiliation: | Dipartimento di Matematica “L. Tonelli” , Università di Pisa, Largo Bruno Pontecorvo 5 , I-56127 Pisa , Italy |
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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. |
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Keywords: | Asymptotic independence Joint distribution of minima and maxima Large deviations Regularly varying functions Tail of a distribution function |
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