Extrema of Skewed Stable Processes.

Abstract

This document extremes of (generally) skewed stable processes. In particular the author finds the asymptotic behavior of the distribution function of the order statistics from a (dependent) stable sample. Given are necessary conditions for a.s. boundedness of general stable processes. These conditions turn out to be sufficient when O < alpha < 1. Further, asymptotic lower bounds O < alpha < 1 those bounds are shown to give the exact asymptotic behavior of the supremum and infimum distribution functions.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1987
Accession Number
ADA185422

Entities

People

  • Gennady Samorodnitsky

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Banach Space
  • Distribution Functions
  • Hilbert Space
  • Integrals
  • Intensity
  • North Carolina
  • Numbers
  • Order Statistics
  • Probability
  • Random Variables
  • Real Numbers
  • Scientific Research
  • Sequences
  • Skewness
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.