Asymptotics of the order statistics for a process with a regenerative structure
Probability
2017-09-15 v2
Abstract
In the paper, a regenerative process with finite mean cycle length is considered. For~ denoting the -th largest value in , 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 and 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