Two sided bounds of rate convergence in limit theorem for minimum of random vectors
Dalʹnevostočnyj matematičeskij žurnal, Tome 6 (2005) no. 1, pp. 82-87.

Voir la notice de l'article provenant de la source Math-Net.Ru

In this article upper and low bounds of a rate convergence for minimums of independent and identically distributed random (i.i.d.r.) vectors are constructed. These bounds have common power and different logarithmical multiplyers. An interest to this problem is called by following causes. At first I. Siganov obtained upper bounds for minimums of i.i.d.r. variables, which may be considered as a foundation for two sided bounds. At second last years P. Rocchi constructed new models of a life-time for biological objects, which are based on stochastic entropy methods and give distributions analogous to considered ones. At third in mathematical statistics and reliability theory there are so called Marshall-Olkin distributions, which may be interpreted as limit distributions for minimums of i.i.d.r. vectors. This interpretation widens a class of Marshall-Olkin distributions.
@article{DVMG_2005_6_1_a6,
     author = {G. Sh. Tsitsiashvili},
     title = {Two sided bounds of rate convergence in limit theorem for minimum of random vectors},
     journal = {Dalʹnevosto\v{c}nyj matemati\v{c}eskij \v{z}urnal},
     pages = {82--87},
     publisher = {mathdoc},
     volume = {6},
     number = {1},
     year = {2005},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DVMG_2005_6_1_a6/}
}
TY  - JOUR
AU  - G. Sh. Tsitsiashvili
TI  - Two sided bounds of rate convergence in limit theorem for minimum of random vectors
JO  - Dalʹnevostočnyj matematičeskij žurnal
PY  - 2005
SP  - 82
EP  - 87
VL  - 6
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DVMG_2005_6_1_a6/
LA  - ru
ID  - DVMG_2005_6_1_a6
ER  - 
%0 Journal Article
%A G. Sh. Tsitsiashvili
%T Two sided bounds of rate convergence in limit theorem for minimum of random vectors
%J Dalʹnevostočnyj matematičeskij žurnal
%D 2005
%P 82-87
%V 6
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DVMG_2005_6_1_a6/
%G ru
%F DVMG_2005_6_1_a6
G. Sh. Tsitsiashvili. Two sided bounds of rate convergence in limit theorem for minimum of random vectors. Dalʹnevostočnyj matematičeskij žurnal, Tome 6 (2005) no. 1, pp. 82-87. http://geodesic.mathdoc.fr/item/DVMG_2005_6_1_a6/

[1] I. S. Siganov, “Several remarks on applications of one approach to studies of characterization problems of Polya theorem type”, Proceedings of the 6-th International Seminar, Lecture Notes in Mathematics, 1983, 227–237 | MR

[2] P. Rocchi, “Boltzman-like Entropy in Reliability Theory”, Entropy, 4 (2002), 142–150 | DOI

[3] P. Rocchi, G. Sh. Tsitsiashvili, “About the Reversibility and Irreversibility of Stochastic Systems”, Proceedings of International Conference on Foundations of Probability and Physics-3, Vaxjo University, Sweden, 2004 (to appear) | MR

[4] E. J. Gumbel, “Bivariate exponential distributions”, J. Amer. Statist. Assoc., 55:292 (1960), 698–707 | DOI | MR | Zbl

[5] A. W. Marshall, I. Olkin, “A multivariate exponential distribution”, J. Amer. Statist. Assoc., 62:317 (1967), 30–44 | DOI | MR | Zbl

[6] J. E. Freund, “A bivariate extension of the exponential distribution”, J. Amer. Statist. Assoc., 56:296 (1961), 971–977 | DOI | MR | Zbl