Compound Poisson approximation for extremes of moving minima in arrays of independent random variables
Applicationes Mathematicae, Tome 25 (1999) no. 1, pp. 19-28
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
We present conditions sufficient for the weak convergence to a compound Poisson distribution of the distributions of the kth order statistics for extremes of moving minima in arrays of independent random variables.
DOI :
10.4064/am-25-1-19-28
Keywords:
consecutive-m-out-of-n system, moving minima, compound Poisson distribution, order statistics
Affiliations des auteurs :
Jadwiga Dudkiewicz 1
@article{10_4064_am_25_1_19_28,
author = {Jadwiga Dudkiewicz},
title = {Compound {Poisson} approximation for extremes of moving minima in arrays of independent random variables},
journal = {Applicationes Mathematicae},
pages = {19--28},
year = {1999},
volume = {25},
number = {1},
doi = {10.4064/am-25-1-19-28},
zbl = {0902.60022},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-25-1-19-28/}
}
TY - JOUR AU - Jadwiga Dudkiewicz TI - Compound Poisson approximation for extremes of moving minima in arrays of independent random variables JO - Applicationes Mathematicae PY - 1999 SP - 19 EP - 28 VL - 25 IS - 1 UR - http://geodesic.mathdoc.fr/articles/10.4064/am-25-1-19-28/ DO - 10.4064/am-25-1-19-28 LA - en ID - 10_4064_am_25_1_19_28 ER -
%0 Journal Article %A Jadwiga Dudkiewicz %T Compound Poisson approximation for extremes of moving minima in arrays of independent random variables %J Applicationes Mathematicae %D 1999 %P 19-28 %V 25 %N 1 %U http://geodesic.mathdoc.fr/articles/10.4064/am-25-1-19-28/ %R 10.4064/am-25-1-19-28 %G en %F 10_4064_am_25_1_19_28
Jadwiga Dudkiewicz. Compound Poisson approximation for extremes of moving minima in arrays of independent random variables. Applicationes Mathematicae, Tome 25 (1999) no. 1, pp. 19-28. doi: 10.4064/am-25-1-19-28
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