Stong approximation of maxima by extremal processes

• Autores: I. Fahrner, Ulrich Stadtmüller
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 31, Nº. 2, 2003, págs. 926-947
• Idioma: inglés
• DOI: 10.1214/aop/1048516541
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• Resumen

  • Extending results by P. 1981--1983 we give strong approximation results for sample maxima by simple transformations of extremal processes and discuss the quality of the approximations. The limiting process becomes stationary after a transformation of the argument.