Extremes of random variables observed in renewal times
Probability
2016-08-08 v2
Abstract
We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.
Keywords
Cite
@article{arxiv.1406.6208,
title = {Extremes of random variables observed in renewal times},
author = {Bojan Basrak and Drago Špoljarić},
journal= {arXiv preprint arXiv:1406.6208},
year = {2016}
}