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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1993 Volume 38, Issue 4, Pages 787–799 (Mi tvp4015)

This article is cited in 22 papers

Domains of attraction of the max-semistable laws under linear and power normalizations

I. V. Grinevich

Steklov Mathematical Institute, Russian Academy of Sciences

Abstract: We consider the domains of attraction of the univariate semi-stable laws in the scheme of cumulative maxima of independent identically distributed random variables and obtain necessary and sufficient conditions for a nondegenerate distribution function to belong to the domain of attraction of a max-semistable law under linear and power normalization. These theorems include the well-known criteria for belonging to the domains of attraction of max-stable laws as a special case; examples are given. The relation between the domains of attraction under linear and power normalization is shown.

Keywords: domain of attraction, max-stable law, max-semistable law, linear and power normalization.

Received: 22.02.1993


 English version:
Theory of Probability and its Applications, 1993, 38:4, 640–650

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