The estimation of the convergence rate for maxima of random variables vectors

The estimation of the convergence rate for maxima of random variables vectors

Linearly normalized maxima of independent and identically distributed random vectors is presented in this work. We’ve obtained nonuniform estimate of convergence in case when normalization is linear. For clearness there is given an example is this paper. Transfer theorem was aplied.

Bibliografiske detaljer
Main Authors:	Lina Dindienė, Algimantas Aksomaitis
Format:	Article
Sprog:	English
Udgivet:	Vilnius University Press 2010-12-01
Serier:	Lietuvos Matematikos Rinkinys
Fag:	stochastic maxima transfer theorem rate of convergence
Online adgang:	https://www.journals.vu.lt/LMR/article/view/17870

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