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Limit laws for the maxima of a class of quasi-stationary sequences
Published online by Cambridge University Press: 14 July 2016
Abstract
A class of quasi-stationary sequences of random variables is introduced. After giving the definition, it is shown that the limiting distributions of the maxima of such sequences, when suitably normalized, converge to one of the three extreme-value distributions.
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- Copyright © Applied Probability Trust 1983
Footnotes
Present address: Faculdade de Ciencias da Universidade de Lisboa, Departamento de Estatistica, Investigaçá o Operacional e Computaçá o, 58 Rua da Escola Politécnica, 1294 Lisboa Codex, Portugal.
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