Czasopismo
Tytuł artykułu
Warianty tytułu
Języki publikacji
Abstrakty
Asymptotic properties of the kth largest values for semi-Pareto processes are investigated. Conditions for convergence in distribution of the kth largest values are given. The obtained limit laws are represented in terms of a compound Poisson distribution.
Słowa kluczowe
Czasopismo
Rocznik
Tom
Numer
Strony
189-193
Opis fizyczny
Daty
wydano
1997
otrzymano
1995-10-30
poprawiono
1996-01-18
Twórcy
autor
- Institute of Mathematics, Pedagogical University, ul. M. Konopnickiej 21, 25-406 Kielce, Poland
autor
- Department of Mathematics, Kielce University of Technology, al. Tysiąclecia Państwa Polskiego 7, 25-314 Kielce, Poland
autor
- Faculty of Civil and Environment Engineering, Department of Building Constructions, Częstochowa Technical University, ul. Akademicka 3, 42-200 Częstochowa, Poland
Bibliografia
- [1] B. C. Arnold and J. T. Hallett, A characterization of the Pareto process among stationary stochastic processes of the form $X_n$= c min($X_n-1$,$Y_n$), Statist. Probab. Lett. 8 (1989), 377-380.
- [2] J. Gani, On the probability generating function of the sum of Markov Bernoulli random variables, J. Appl. Probab. 19A (1982), 321-326.
- [3] M. R. Leadbetter, G. Lindgren and H. Rootzén, Extremes and Related Properties of Random Sequences and Processes, Springer, New York, 1983.
- [4] J. Pawłowski, Poisson theorem for non-homogeneous Markov chains, J. Appl. Probab. 26 (1989), 637-642.
- [5] R. N. Pillai, Semi-Pareto processes, ibid. 28 (1991), 461-465.
- [6] Y. H. Wang, On the limit of the Markov binomial distribution, ibid. 18 (1981), 937-942.
- [7] H. C. Yeh, B. C. Arnold and C. A. Robertson, Pareto processes, ibid. 25 (1988), 291-301.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
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