The asymptotic of the density of the k-th maxima of independent random variables

Arvydas Jokimaitis

doi:10.15388/LMR.2006.30794

Articles

Arvydas Jokimaitis

Kaunas University of Technology

Published 2023-09-21

https://doi.org/10.15388/LMR.2006.30794

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Keywords

extreme values
local limit theorems
order statistics

How to Cite

Jokimaitis, A. (2023) “The asymptotic of the density of the k-th maxima of independent random variables”, Lietuvos matematikos rinkinys, 46(spec.), pp. 442–444. doi:10.15388/LMR.2006.30794.

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Abstract

In this paper the local limit theorem for density of k-th maxima of independent identically distributed random variables is proved.

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