ArticleOriginal scientific text

Title

Compound Poisson approximation for extremes of moving minima in arrays of independent random variables

Authors 1

Affiliations

  1. Institute of Mathematics, Technical University of Kielce, Tysiąclecia PP 7, 25-314 Kielce, Poland

Abstract

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.

Keywords

consecutive-m-out-of-n system, moving minima, compound Poisson distribution, order statistics

Bibliography

  1. A. D. Barbour, L. H. Y. Chen and W. L. Loh, Compound Poisson approximation for nonnegative random variables via Stein's method, Ann. Probab. 20 (1992), 1843-1866.
  2. E. R. Canfield and W. P. McCormick, Asymptotic reliability of consecutive k-out-of-n systems, J. Appl. Probab. 29 (1992), 142-155.
  3. O. Chryssaphinou and S. G. Papastavridis, Limit distribution for a consecutive k-out-of-n: F system, Adv. Appl. Probab. 22 (1990), 491-493.
  4. J. Dudkiewicz, Asymptotic of extremes of moving minima in arrays of independent random variables, Demonstratio Math. 29 (1996), 715-721.
  5. S. G. Papastavridis, A limit theorem for the reliability of a consecutive-k-out-of-n system, Adv. Appl. Probab. 19 (1987), 746-748.
  6. R. J. Serfling, A general Poisson approximation theorem, Ann. Probab. 3 (1975), 726-731.
  7. A. M. Zubkov, Estimates for sums of finitely dependent indicators and for the time of first occurrence of a rare event, Probabilistic Problems of Discrete Mathematics, Trudy Mat. Inst. Steklov. 177 (1986), 33-46, 207 (in Russian).
Pages:
19-28
Main language of publication
English
Received
1996-07-11
Accepted
1997-01-25
Published
1998
Exact and natural sciences