Pregled bibliografske jedinice broj: 948855
Functional convergence of multivariate partial maxima processes
Functional convergence of multivariate partial maxima processes // The Book of Abstracts for the 10th International Conference on Extreme Value Analysis, Delft University of Technology, The Netherlands June 26-30, 2017
Delft, Nizozemska, 2017. str. 47-47 (predavanje, međunarodna recenzija, sažetak, znanstveni)
CROSBI ID: 948855 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Functional convergence of multivariate partial maxima processes
Autori
Krizmanić, Danijel
Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, sažetak, znanstveni
Izvornik
The Book of Abstracts for the 10th International Conference on Extreme Value Analysis, Delft University of Technology, The Netherlands June 26-30, 2017
/ - , 2017, 47-47
Skup
10th Conference on Extreme Value Analysis
Mjesto i datum
Delft, Nizozemska, 26.06.2017. - 30.06.2017
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
functional limit theorem ; regular variation ; M1 topology ; extremal process
Sažetak
For a strictly stationary sequence of R^{; ; d}; ; _{; ; +}; ; valued random vectors (X_n) we derive functional convergence of the partial maxima stochastic process M_n(t) =max{; ; X_i/a_n : i=1, ..., \lfloor nt \rfloor}; ; , t \in [0, 1], under joint regular variation and weak dependence conditions, where (a_n) is a sequence of positive real numbers such that nP(||X1|| > an)->1 as n->1. The limit process is an extremal process, and the convergence takes place in the space of R^{; ; d}; ; _{; ; +}; ; valued cadlag functions on [0, 1], with the standard (or strong) Skorohod M_1 topology when d = 1 and weak Skorohod M_1 topology when d >= 2.
Izvorni jezik
Engleski
