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Publications de l'Institut Mathematique
2002, vol. 71, br. 85, str. 41-53
jezik rada: engleski
neklasifikovan
doi:10.2298/PIM0271041L

Tauberian theorems and limit distributions for upper order statistics
(naslov ne postoji na srpskom)
Universitat Ulm Abteilung fur Zahlen- und Wahrscheinlichkeitstheorie, Ulm, Germany

Sažetak

(ne postoji na srpskom)
Starting with the Tauberian theorems of Karamata for regular variation we prove a slight extension of a Tauberian theorem by Trautner and the second author and use this to characterize limit relations for upper order statistics if we are in the domain of attraction of a max-stable distribution. Furthermore, we discuss the speed of convergence therein.

Ključne reči

integral transforms; regular variation

Reference

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