PUBLICATIONS DE L'INSTITUT MATHÉMATIQUE (BEOGRAD) (N.S.) Vol. 71(85), pp. 41--53 (2002) |
|
TAUBERIAN THEOREMS AND LIMIT DISTRIBUTIONS FOR UPPER ORDER STATISTICSH. Lanzinger and U. StadtmüllerUniversität Ulm, Abt. f. Zahlen- u. Wahrscheinlichkeitstheorie, 89069 Ulm, GermanyAbstract: 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. Keywords: integral transforms; regular variation Classification (MSC2000): 44A05; 60F99;60G70 Full text of the article:
Electronic fulltext finalized on: 19 Feb 2003. This page was last modified: 20 Feb 2003.
© 2003 Mathematical Institute of the Serbian Academy of Science and Arts
|