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Limit laws for kth order statistics from strong-mixing processes

Published online by Cambridge University Press:  14 July 2016

W. Dziubdziela
W. Dziubdziela*
Affiliation:
University of Wrocław
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Abstract

We present necessary and sufficient conditions for the weak convergence of the distributions of the kth order statistics from a strictly stationary strong-mixing sequence of random variables to limit laws which are represented in terms of a compound Poisson distribution. The obtained limit laws form a class larger than that occurring in the independent case.

Keywords

WEAK CONVERGENCECOMPOUND POISSON DISTRIBUTION

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 21 , Issue 4 , December 1984, pp. 720 - 729
Copyright
Copyright © Applied Probability Trust 1984 

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