首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Variants of the graph dependent model in extreme value theory
Authors:Janes Galambos
Institution:Department of Mathematics , Temple University , Philadelphia, pa, 19122
Abstract:With a set X1, X2, .... Xn n random variables, a graph is associated whose vertices are the integers 1,2,..., n and whose edges represent those pairs i and j for which the events {Xi>X} and {Xj>X} do not become “almost independent” for “large X”. With a variety of assumption on the edge set of the graph, the asymptotic distribution of the extremes of the Xj, when properly normalized, is determined. This refines the earlier result of the present author on this kind of dependence, and extends and unifies several known dependent extreme value models.
Keywords:extremes  dependent variables  nonstatonary sequences  Gaussian sequences  mixing  limiting distribution
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号