Extremes of random variables observed in renewal times

2014/06/24 by Basrak, Bojan, Špoljarić, Drago
#60F05 (Secondary) #60F17 #60G55 #60G70 (Primary) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1406.6208

Abstract

We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.

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