Limit Laws for Maxima and Second Maxima from Strong-Mixing Processes
Mori, Toshio
Ann. Probab., Tome 4 (1976) no. 6, p. 122-126 / Harvested from Project Euclid
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In 1972, R. E. Welsch obtained a class of two-dimensional laws which includes the class of all possible limit laws for a sequence of normalized pairs $(M_n, S_n)$, where $M_n$ and $S_n$ are the maximum and the second maximum of the first $n$ terms from a stationary strong-mixing sequence of random variables. In this note an example is given to show that these two classes are identical.
Publié le : 1976-02-14
Classification:  Order statistics,  mixing processes,  asymptotic distributions,  62E20,  62G30 
@article{1176996190,
     author = {Mori, Toshio},
     title = {Limit Laws for Maxima and Second Maxima from Strong-Mixing Processes},
     journal = {Ann. Probab.},
     volume = {4},
     number = {6},
     year = {1976},
     pages = { 122-126},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996190}
}

Mori, Toshio. Limit Laws for Maxima and Second Maxima from Strong-Mixing Processes. Ann. Probab., Tome 4 (1976) no. 6, pp.  122-126. http://gdmltest.u-ga.fr/item/1176996190/