Limit Distributions Of Norms Of Vectors Of Positive i.i.d.Random Variables
Schlather, Martin
Ann. Probab., Tome 29 (2001) no. 1, p. 862-881 / Harvested from Project Euclid
This paper aims to combine the central limit theorem with the limit theorems in extreme value theory through a parametrized class of limit theorems where the former ones appear as special cases. To this end the limit distributions of suitably centered and normalized $l_{cp(n)}$-norms of $n$-vectors of positive i.i.d. random variables are investigated. Here, $c$ is a positive constant and $p(n)$ is a sequence of positive numbers that is given intrinsically by the form of the upper tail behavior of the random variables. A family of limit distributions is obtained if $c$ runs over the positive real axis. The normal distribution and the extreme value distributions appear as the endpoints of these families, namely, for $c =0 +$ and $c = \infty$, respectively.
Publié le : 2001-04-14
Classification: 
@article{1008956695,
     author = {Schlather, Martin},
     title = {Limit Distributions Of Norms Of Vectors Of Positive i.i.d.Random
		 Variables},
     journal = {Ann. Probab.},
     volume = {29},
     number = {1},
     year = {2001},
     pages = { 862-881},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1008956695}
}
Schlather, Martin. Limit Distributions Of Norms Of Vectors Of Positive i.i.d.Random
		 Variables. Ann. Probab., Tome 29 (2001) no. 1, pp.  862-881. http://gdmltest.u-ga.fr/item/1008956695/