The domain of attraction of the α-sun operator for type II and type III distributions
Hooghiemstra, Gerard ; Greenwood, Priscilla E.
Bernoulli, Tome 3 (1997) no. 3, p. 479-489 / Harvested from Project Euclid
Let [math] be a sequence of independent random variables with common distribution [math] and define the iteration [math] , [math] , [math] . We denote by [math] the domain of maximal attraction of [math] , the extreme value distribution of the first type. Greenwood and Hooghiemstra showed in 1991 that for [math] there exist norming constants [math] and [math] such that [math] has a non-degenerate (distributional) limit. In this paper we show that the same is true for [math] , the type II and type III domains. The method of proof is entirely different from the method in the aforementioned paper. After a proof of tightness of the involved sequences we apply (modify) a result of Donnelly concerning weak convergence of Markov chains with an entrance boundary.
Publié le : 1997-12-14
Classification:  extremal limits,  self-similar Markov processes,  weak convergence
@article{1175882220,
     author = {Hooghiemstra, Gerard and Greenwood, Priscilla E.},
     title = {The domain of attraction of the $\alpha$-sun operator for type II and type III distributions},
     journal = {Bernoulli},
     volume = {3},
     number = {3},
     year = {1997},
     pages = { 479-489},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1175882220}
}
Hooghiemstra, Gerard; Greenwood, Priscilla E. The domain of attraction of the α-sun operator for type II and type III distributions. Bernoulli, Tome 3 (1997) no. 3, pp.  479-489. http://gdmltest.u-ga.fr/item/1175882220/