engleski

Extremes of perturbed bivariate Rayleigh risks

In this paper, we establish first an asymptotic expansion for the joint survival function of a bivariate Rayleigh distribution, one of the most popular probabilistic models in engineering. Furthermore, we show that the component-wise maxima of a Huesler-Reiss triangular array scheme of independent perturbed bivariate Rayleigh risks converges to a bivariate Huesler-Reiss random vector.

Asymptotic independence ; Gumbel max-domain of attraction ; Huesler–Reiss distribution ; Rayleigh distribution ; Triangular arrays.

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