Geodesic
On convergence in law of maxima of independent identically distributed random variables with random coefficients
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 1, pp. 138-143

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This paper provides limit theorems for maxima of independent identically distributed random variables which belong to the domain of normal attraction of a max-stable variable and have random coefficients with the property of asymptotic negligibility or its analogues. The convergence of random step-functions determined by those maxima is studied in the Skorokhod space. The limit distributions are indicated.
Keywords: independent identically distributed random variables, convergence in law, functional limit theorem, invariance principle
Mots-clés : max-stable distributions. 
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     author = {A. N. Chuprunov},
     title = {On convergence in law of maxima of independent identically distributed random variables with random coefficients},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {138--143},
     publisher = {mathdoc},
     volume = {44},
     number = {1},
     year = {1999},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_1_a13/}
}
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A. N. Chuprunov. On convergence in law of maxima of independent identically distributed random variables with random coefficients. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 1, pp. 138-143. http://geodesic.mathdoc.fr/item/TVP_1999_44_1_a13/