论文标题

关于限制定理的伴随措施和渐近扩展,以最大程度的随机变量

On accompanying measures and asymptotic expansions in limit theorems for maximum of random variables

论文作者

Piterbarg, V. I., Scherbakova, Yu. A.

论文摘要

B. V. gnedenko的极限定理中提出了一系列随附的法律,以最大值属于gumbel分布的最大吸引力域的独立随机变量。结果表明,该序列给出了收敛的指数功率速率,而牙龈分布仅给出对数速率。作为示例,详细考虑了Weibull和Log-Weibull类型分布的类别。建议的牙龈最大吸引力域的量表被认为是被考虑的两个类的延续。

A sequence of accompanying laws is suggested in the limit theorem of B. V. Gnedenko for maximums of independent random variables belonging to maximum domain of attraction of the Gumbel distribution. It is shown that this sequence gives an exponential power rate of convergence whereas the Gumbel distribution gives only a logarithmic rate. As examples, classes of Weibull and log-Weibull type distributions are considered in details. A scale for the Gumbel maximum domain of attraction is suggested as a continuation of the considered two classes.

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