Extremal Properties of Random Sequences

Authors

  • Alexandrina Maria Proca Transilvania University of Brasov, Romania

Keywords:

random variables, extreme value distributions, max-stable

Abstract

The paper presents a study about the extremal properties of independent and identically distributed (i.i.d.) random variables. First, we have reviewed some general notions and the results that will be used all along the way.

Published

2007-01-15

Issue

Section

MATHEMATICS