Limit Distributions of Norms of Vectors of Positive i.i.d. Random Variables
This paper aims to combine the central limit theorem with the limit theorems in extreme value theory through a parametrized class of limit theorems where the former ones appear as special cases. To this end the limit distributions of suitably centered and normalized lcp(n)-norms of n-vectors of posi...
| Veröffentlicht in: | The Annals of Probability. - Institute of Mathematical Statistics. - 29(2001), 2, Seite 862-881 |
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| 1. Verfasser: | |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2001
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| Zugriff auf das übergeordnete Werk: | The Annals of Probability |
| Schlagworte: | Central Limit Theorem Extreme Value Theory i.i.d. Positive Random Variables lp-Norm Limit Theorems Normal Distribution Mathematics Applied sciences Philosophy |
| Online verfügbar |
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