A Limit Theorem for Integral Functionals of an Extremum of Independent Random Processes
We prove a theorem on the convergence of integral functionals of an extremum of independent stochastic processes to a degenerate law of distributions.
Saved in:
| Date: | 2005 |
|---|---|
| Main Authors: | Matsak, I. K., Мацак, І. К. |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2005
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3588 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: | |
Institution
Ukrains’kyi Matematychnyi ZhurnalSimilar Items
On some limit theorems for the maximum of sums of independent random processes
by: Matsak, I. K., et al.
Published: (2008)
by: Matsak, I. K., et al.
Published: (2008)
Limit theorems for the maximum of sums of independent random processes
by: Matsak, I. K., et al.
Published: (2018)
by: Matsak, I. K., et al.
Published: (2018)
Asymptotic properties of the norm of the extremum of a sequence of normal random functions
by: Matsak, I. K., et al.
Published: (1998)
by: Matsak, I. K., et al.
Published: (1998)
Limit theorems for the maximum of sums of independent random processes
by: I. K. Matsak, et al.
Published: (2018)
by: I. K. Matsak, et al.
Published: (2018)
The limit theorem for the maximum ot $C$-valued Gaussian random variables
by: Matsak, I. K., et al.
Published: (1995)
by: Matsak, I. K., et al.
Published: (1995)
Asymptotic properties of the norm of extremum values of normal random elements in the space C[0, 1]
by: Matsak, I. K., et al.
Published: (1998)
by: Matsak, I. K., et al.
Published: (1998)
Limit Theorems for Random Elements in Ideals of Order-Bounded Elements of Functional Banach Lattices
by: Matsak, I. K., et al.
Published: (2001)
by: Matsak, I. K., et al.
Published: (2001)
Limiting theorems for random processes constructed by the sums of independent difference-distributed random values
by: Meredov , B., et al.
Published: (1991)
by: Meredov , B., et al.
Published: (1991)
Convergence of distributions of integral functionals of extremal random functions
by: Matsak, I. K., et al.
Published: (1999)
by: Matsak, I. K., et al.
Published: (1999)
Summation of independent random values of the Ries method
by: Matsak , I. K., et al.
Published: (1992)
by: Matsak , I. K., et al.
Published: (1992)
A note on the central limiting theorem in the Banach space
by: Matsak, I. K., et al.
Published: (1988)
by: Matsak, I. K., et al.
Published: (1988)
One asymptotical estimate for sums of independent random values in the Banach space
by: Matsak , I. K., et al.
Published: (2025)
by: Matsak , I. K., et al.
Published: (2025)
Weak convergence of the extreme values of independent random variables in banach spaces with unconditional bases
by: Matsak, I. K., et al.
Published: (1996)
by: Matsak, I. K., et al.
Published: (1996)
Estimates for the convergence rate in the limit theorem for extreme values of regenerative processes
by: Zakusylo, O. K., et al.
Published: (2020)
by: Zakusylo, O. K., et al.
Published: (2020)
An estimate of the remainder term in the central limit theorem for $r$-independent random variables
by: Sharakhmetov, Sh., et al.
Published: (1993)
by: Sharakhmetov, Sh., et al.
Published: (1993)
On the law of the iterated logarithm for weighted sums of independent random variables in a Banach space
by: Matsak, I. K., et al.
Published: (1993)
by: Matsak, I. K., et al.
Published: (1993)
Central limiting theorem in the Banach space
by: Matsak , I. К., et al.
Published: (1988)
by: Matsak , I. К., et al.
Published: (1988)
On Baxter type theorems for generalized random Gaussian processes with independent values
by: S. M. Krasnitskij, et al.
Published: (2020)
by: S. M. Krasnitskij, et al.
Published: (2020)
Estimates for the convergence rate in the limit theorem for extreme values of regenerative processes
by: O. K. Zakusylo, et al.
Published: (2020)
by: O. K. Zakusylo, et al.
Published: (2020)
A functional limit theorem of the type of the law of large numbers for random reliefs
by: Yurachkovskii, A. P., et al.
Published: (1999)
by: Yurachkovskii, A. P., et al.
Published: (1999)
Limit theorems for oscillatory functionals of a Markov process
by: Androshchuk, T.O., et al.
Published: (2005)
by: Androshchuk, T.O., et al.
Published: (2005)
Limited theorem for random functions, plotted according to quadratic forms from Gaussian random values
by: Ryzhov , Yu. M., et al.
Published: (1988)
by: Ryzhov , Yu. M., et al.
Published: (1988)
Central limiting theorem for nonuniform processes with independent increments with semi-Markovian change overs
by: Korolyuk , V. V., et al.
Published: (1991)
by: Korolyuk , V. V., et al.
Published: (1991)
Local limit theorem for triangular array of random variables
by: Korchinsky, I.A., et al.
Published: (2007)
by: Korchinsky, I.A., et al.
Published: (2007)
On a set of partial limits of a sequence of weighted sums of independent random variables
by: Kulik, A. M., et al.
Published: (1994)
by: Kulik, A. M., et al.
Published: (1994)
Limiting theorems for point random fields preset on the plane
by: Roitgarts , A. D., et al.
Published: (1991)
by: Roitgarts , A. D., et al.
Published: (1991)
A limit theorem for symmetric Markovian random evolution in R^m
by: Kolesnik, A.D.
Published: (2008)
by: Kolesnik, A.D.
Published: (2008)
Asymptotic behavior of the extreme values of random variables. Discrete case
by: Matsak, I. K., et al.
Published: (2016)
by: Matsak, I. K., et al.
Published: (2016)
Functional limit theorems for a time-changed multidimensional Wiener process
by: Mishura, Yuliya, et al.
Published: (2026)
by: Mishura, Yuliya, et al.
Published: (2026)
Numerical method of minorant type for finding extremum random logarithmically convex function of two real variables
by: R. R. Bihun, et al.
Published: (2014)
by: R. R. Bihun, et al.
Published: (2014)
A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian
by: Rösler, M., et al.
Published: (2015)
by: Rösler, M., et al.
Published: (2015)
The localization method of extremum point for unimodal function
by: Шелудько, Г. А., et al.
Published: (2016)
by: Шелудько, Г. А., et al.
Published: (2016)
Functions on anisotropic spaces: points of local extremum
by: V. M. Miklyukov
Published: (2013)
by: V. M. Miklyukov
Published: (2013)
The localization method of extremum point for unimodal function
by: Шелудько, Г. А., et al.
Published: (2016)
by: Шелудько, Г. А., et al.
Published: (2016)
The localization method of extremum point for unimodal function
by: G. A. Sheludko, et al.
Published: (2016)
by: G. A. Sheludko, et al.
Published: (2016)
Necessary conditions of extremum, penalty functions and regularity
by: Pshenichny , B. N., et al.
Published: (1992)
by: Pshenichny , B. N., et al.
Published: (1992)
Stochastically Lipschitzian functions and limit theorems for functionals of shot noise processes
by: A. B. Ilienko, et al.
Published: (2011)
by: A. B. Ilienko, et al.
Published: (2011)
A limit theorem for semi-Markov process
by: Bondarenko, A.
Published: (2007)
by: Bondarenko, A.
Published: (2007)
Limiting process for integral functionals of a wiener process on a cylinder
by: Koval, Yu. B., et al.
Published: (1994)
by: Koval, Yu. B., et al.
Published: (1994)
Limit theorem for the maximum of dependent Gaussian random elements in a Banach space
by: Koval, V. A., et al.
Published: (1997)
by: Koval, V. A., et al.
Published: (1997)
Similar Items
-
On some limit theorems for the maximum of sums of independent random processes
by: Matsak, I. K., et al.
Published: (2008) -
Limit theorems for the maximum of sums of independent random processes
by: Matsak, I. K., et al.
Published: (2018) -
Asymptotic properties of the norm of the extremum of a sequence of normal random functions
by: Matsak, I. K., et al.
Published: (1998) -
Limit theorems for the maximum of sums of independent random processes
by: I. K. Matsak, et al.
Published: (2018) -
The limit theorem for the maximum ot $C$-valued Gaussian random variables
by: Matsak, I. K., et al.
Published: (1995)