Compound Poisson approximation for extremes of moving minima in arrays of independent random variables
Applicationes Mathematicae, Tome 25 (1999) no. 1, pp. 19-28
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
Zbl
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
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
@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
Cité par Sources :