|
|
Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 2, Pages 395–402
(Mi tvp3808)
|
|
|
|
This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On a problem of a Khinchin-type decomposition theorem for extreme values
E. Pancheva Institute of Mathematics, Sofia, Bulgaria
Abstract:
Traditionally, extreme value theory has been treated in the multiplicative semigroup $\mathcal{P}$ of distribution functions (d.f's) on $\mathbf{R}^d$ endowed with the Lévy metric $L$ (which metrizes the weak convergence in $\mathcal{P}$). Unfortunately, in $(\mathcal{P},L,\cdot)$ there is no Khinchin-type decomposition theorem, as is shown in [7]. We choose another approach to extreme values, namely, we consider the multiplicative semigroup $\mathcal{F}$ of distributions on $\overline{\mathbf R}=[-\infty,\infty)^d$, introduce in it a metric $\mathcal{L}$, corresponding to the weak convergence in $\mathcal{F}$, and show that in the structure $(\mathcal{F},L,\cdot)$ there are analogues of the well known first and second Khinchin's theorems.
Keywords:
extreme values, Khinchin-type decomposition, class max-$I_0$.
Received: 11.05.1993
Citation:
E. Pancheva, “On a problem of a Khinchin-type decomposition theorem for extreme values”, Teor. Veroyatnost. i Primenen., 39:2 (1994), 395–402; Theory Probab. Appl., 39:2 (1994), 329–336
Linking options:
https://www.mathnet.ru/eng/tvp3808 https://www.mathnet.ru/eng/tvp/v39/i2/p395
|
|