The estimation of the convergence rate for maxima of random variables vectors
Articles
Lina Dindienė
Kauno technologijos universitetas
Algimantas Aksomaitis
Kauno technologijos universitetas
Published 2010-12-21
https://doi.org/10.15388/LMR.2010.82
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Keywords

stochastic maxima
transfer theorem
rate of convergence

How to Cite

Dindienė, L. and Aksomaitis, A. (2010) “The estimation of the convergence rate for maxima of random variables vectors”, Lietuvos matematikos rinkinys, 51(proc. LMS), pp. 454–458. doi:10.15388/LMR.2010.82.

Abstract

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.

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