Submitted to the Bernoulli Minima and Maxima of Elliptical Triangular Arrays and Spherical Processes

Submitted to the Bernoulli Minima and Maxima of Elliptical Triangular Arrays and Spherical Processes
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发表时间:
2013
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通讯作者:
E. Hashorva
E. Hashorva
中科院分区:
其他
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作者:
E. Hashorva

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本文首先研究了椭圆三角形阵列的极小值的渐近性。在Kabluchko(2011)的发现的激励下,我们进一步讨论了在Gumbel或Weibull引力最大域中具有边际df的椭圆三角形阵列的最大值的渐近行为。给出了独立球面过程的最大值和最小值渐近性的一个应用。
In this paper we investigate first the asymptotics of the minima of elliptical triangular arrays. Motivated by the findings of Kabluchko (2011) we discuss further the asymptotic behaviour of the maxima of elliptical triangular arrays with marginal df’s in the Gumbel or Weibull max-domain of attraction. We present an application concerning the asymptotics of the maximum and the minimum of independent spherical processes.