English

Asymptotics of the order statistics for a process with a regenerative structure

Probability 2017-09-15 v2

Abstract

In the paper, a regenerative process {Xn:nN}\{X_n:n\in\mathbb{N}\} with finite mean cycle length is considered. For~Mn(q)M_n^{(q)} denoting the qq-th largest value in {Xk:1kn}\{X_k : 1\leqslant k \leqslant n\}, we prove that \begin{equation*} \sup_{x\in\mathbb{R}} \left|P\left(M^{(q)}_n\leqslant x\right) - G(x)^n \sum_{k=0}^{q-1}\frac{\left(-\log G(x)^n\right)^k}{k!}\gamma_{q,k}(x)\right| \to 0,\quad \text{as} \quad n\to\infty, \end{equation*} for GG and γq,k\gamma_{q,k} expressed in terms of maxima over the cycle. The result is illustrated with examples.

Keywords

Cite

@article{arxiv.1707.01331,
  title  = {Asymptotics of the order statistics for a process with a regenerative structure},
  author = {Natalia Soja-Kukieła},
  journal= {arXiv preprint arXiv:1707.01331},
  year   = {2017}
}

Comments

12 pages, 1 figure

R2 v1 2026-06-22T20:38:26.307Z