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相关论文: On the distributional expansions of powered extrem…

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In this paper, higher-order expansions for distributions and densities of powered extremes of standard normal random sequences are established under an optimal choice of normalized constants. Our findings refine the related results in Hall…

概率论 · 数学 2016-01-05 Wei Zhou , Chengxiu Ling

Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…

概率论 · 数学 2020-03-10 Jianwen Huang

In this paper, convergence for moments of powered normal extremes is considered under an optimal choice of normalizing constants. It is shown that the rates of convergence for normalized powered normal extremes depend on the power index.…

统计理论 · 数学 2016-07-11 Tingting Li , Zuoxiang Peng

In this paper, we study the asymptotic behaviors of the extreme of mixed skew-t distribution. We considered limits on distribution and density of maximum of mixed skew-t distribution under linear and power normalization, and further derived…

统计理论 · 数学 2016-06-13 Jingyao Hou , Xin Liao , Zuoxiang Peng

For a skew normal random sequence, convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansion of the distribution of the normalized maximum is given under an…

统计方法学 · 统计学 2012-12-06 Xin Liao , Zuoxiang Peng , Saralees Nadarajah , Xiaoqian Wang

Let $\{X_{n}, n\ge 1\}$ be a sequence of independent random variables with common general error distribution $GED(v)$ with shape parameter $v>0$, and let $M_{n,r}$ denote the $r$th largest order statistics of $X_{1}, X_{2}, \cdots, X_{n}$.…

概率论 · 数学 2019-05-07 Yingyin Lu , Zuoxiang Peng

In this paper, joint asymptotics of powered maxima for a triangular array of bivariate powered Gaussian random vectors are considered. Under the H\"usler-Reiss condition, limiting distributions of powered maxima are derived. Furthermore,…

概率论 · 数学 2016-10-24 Wei Zhou , Zuoxiang Peng

Let $M_n=\max \left(X_1, X_2, \ldots, X_n \right)$ denote the partial maximum of an independent and identically distributed skew-normal random sequence. In this paper, the rate of uniform convergence of skew-normal extremes is derived. It…

概率论 · 数学 2023-02-20 Qian Xiong , Zuoxiang Peng , Saralees Nadarajah

The skew-normal and related families are flexible and asymmetric parametric models suitable for modelling a diverse range of systems. We show that the multivariate maximum of a high-dimensional extended skew-normal random sample has…

统计方法学 · 统计学 2018-10-02 Boris Beranger , Simone A. Padoan , Yangfan Xu , Scott A. Sisson

We consider the extremal properties of the highly flexible univariate extended skew-normal distribution. We derive the well-known Mills' inequalities and Mills' ratio for the extended skew-normal distribution and establish the asymptotic…

统计方法学 · 统计学 2018-10-01 Boris Beranger , Simone A. Padoan , Yangfan Xu , Scott A. Sisson

New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the…

概率论 · 数学 2013-08-08 Yuriy Kozachenko , Andriy Olenko , Olga Polosmak

Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…

概率论 · 数学 2015-01-20 Ioannis Papastathopoulos , Jonathan A. Tawn

In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…

概率论 · 数学 2021-03-29 Markus Bibinger

The extremal Fourier intensities are studied for stationary Edwards-Wilkinson-type, Gaussian, interfaces with power-law dispersion. We calculate the probability distribution of the maximal intensity and find that, generically, it does not…

统计力学 · 物理学 2013-05-29 G. Gyorgyi , P. C. W. Holdsworth , B. Portelli , Z. Racz

Extreme values are considered in samples with random size that has a mixed Poisson distribution being generated by a doubly stochastic Poisson process. We prove some inequalities providing bounds on the rate of convergence in limit theorems…

概率论 · 数学 2020-04-02 Victor Korolev , Igor Sokolov , Andrey Gorshenin

Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…

High energy infers high velocity and high velocity is a concept of special relativity. The Maxwellian velocity distribution is corrected to be consistent with special relativity. The corrected velocity distribution reduces to the Maxwellian…

统计力学 · 物理学 2007-05-23 Jian-Miin Liu

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…

统计理论 · 数学 2021-04-23 Graeme Auld , Ioannis Papastathopoulos

This paper investigates the asymptotic behavior of the extremes of a sequence of generalized Oppenheim random variables. Particularly, we establish conditions under which some normalized extremes of sequences arising from Oppenheim…

概率论 · 数学 2024-05-21 Milto Hadjikyriakou , Rita Giuliano

The derivation of Student's pdf from superstatistics is a mere coincidence due to the choice of the $\chi^2$ distribution for the inverse temperature which is actually the Maxwell distribution for the speed. The difference between the…

统计力学 · 物理学 2007-05-23 B. H. Lavenda , J. Dunning-Davies
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