Extending results by P. 1981--1983 we give strong approximation results for sample maxima by simple transformations of extremal processes and discuss the quality of the approximations. The limiting process becomes stationary after a transformation of the argument.
Publié le : 2003-04-14
Classification:
Extremal process,
strong approximation,
speed of convergeance,
almost sure behavior of extremes,
60F17,
60G70,
60F15
@article{1048516541,
author = {Fahrner, I. and Stadtm\"uller, U.},
title = {Stong approximation of maxima by extremal processes},
journal = {Ann. Probab.},
volume = {31},
number = {1},
year = {2003},
pages = { 926-947},
language = {en},
url = {http://dml.mathdoc.fr/item/1048516541}
}
Fahrner, I.; Stadtmüller, U. Stong approximation of maxima by extremal processes. Ann. Probab., Tome 31 (2003) no. 1, pp. 926-947. http://gdmltest.u-ga.fr/item/1048516541/