Small-time almost-sure behaviour of extremal processes
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DOI: 10.1017/apr.2017.7
Abstract: Abstract An rth-order extremal process Δ(r) = (Δ(r) t ) t≥0 is a continuous-time analogue of the rth partial maximum sequence of a sequence of independent and identically distributed random variables. Studying maxima in continuous… read more here.
Keywords: sure behaviour; time; time almost; behaviour extremal ... See more keywords