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Limit distributions of dependent variables

Colección

We obtain the limit distributions for dependent random sequences and analyze when the limit coincides with the independence case. We also obtain the limit of not extreme order statistics and see the relation with non extreme cases

Autores Enrique Castillo
Fecha 16/09/2019 Idioma Ingles

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Contenido

Limit distributions of dependent sequences

 In this lesson we study the limit distributions of extremes for the case of dependent samples and provide conditions under which the limit distributions coincide with those for the case of independent samples. Some weak and more strong dependencies are described.

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Limit distributions of order statistics

 In this lesson we obtain the limit distributions of order statistics different from maxima and minima. We distinguish beteen central and low and high order statistics, showing that the limit behavior of these two order statistics is completely different. We also show that the sequences and the limit parameters for the extreme cases can appear in these cases.

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