The asymptotic of the density of the k-th maxima of independent random variables

In this paper the local limit theorem for density of k-th maxima of independent identically distributed random variables is proved.

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Main Author: Arvydas Jokimaitis
Format: Article
Language:English
Published: Vilnius University Press 2023-09-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Online Access:https://www.zurnalai.vu.lt/LMR/article/view/30794
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author Arvydas Jokimaitis
author_facet Arvydas Jokimaitis
author_sort Arvydas Jokimaitis
collection DOAJ
description In this paper the local limit theorem for density of k-th maxima of independent identically distributed random variables is proved.
format Article
id doaj-art-2aa5af8f7ac6413eb9bb31b3daed2b46
institution Kabale University
issn 0132-2818
2335-898X
language English
publishDate 2023-09-01
publisher Vilnius University Press
record_format Article
series Lietuvos Matematikos Rinkinys
spelling doaj-art-2aa5af8f7ac6413eb9bb31b3daed2b462025-02-11T18:12:25ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2023-09-0146spec.10.15388/LMR.2006.30794The asymptotic of the density of the k-th maxima of independent random variablesArvydas Jokimaitis0Kaunas University of Technology In this paper the local limit theorem for density of k-th maxima of independent identically distributed random variables is proved. https://www.zurnalai.vu.lt/LMR/article/view/30794extreme valueslocal limit theoremsorder statistics
spellingShingle Arvydas Jokimaitis
The asymptotic of the density of the k-th maxima of independent random variables
Lietuvos Matematikos Rinkinys
extreme values
local limit theorems
order statistics
title The asymptotic of the density of the k-th maxima of independent random variables
title_full The asymptotic of the density of the k-th maxima of independent random variables
title_fullStr The asymptotic of the density of the k-th maxima of independent random variables
title_full_unstemmed The asymptotic of the density of the k-th maxima of independent random variables
title_short The asymptotic of the density of the k-th maxima of independent random variables
title_sort asymptotic of the density of the k th maxima of independent random variables
topic extreme values
local limit theorems
order statistics
url https://www.zurnalai.vu.lt/LMR/article/view/30794
work_keys_str_mv AT arvydasjokimaitis theasymptoticofthedensityofthekthmaximaofindependentrandomvariables
AT arvydasjokimaitis asymptoticofthedensityofthekthmaximaofindependentrandomvariables