Estimation of the convergence rate of two-dimensional random index vectors maxima

Lina  Dindienė; Arvydas  Jokimaitis

doi:10.15388/LMR.2011.tt04

Articles

Lina Dindienė

Kaunas University of Technology

Arvydas Jokimaitis

Kaunas University of Technology

Published 2011-12-15

https://doi.org/10.15388/LMR.2011.tt04

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Keywords

stochastic maxima
transfer theorem
rate of convergence

How to Cite

Dindienė, L. and Jokimaitis, A. (2011) “Estimation of the convergence rate of two-dimensional random index vectors maxima”, Lietuvos matematikos rinkinys, 52(proc. LMS), pp. 365–368. doi:10.15388/LMR.2011.tt04.

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Abstract

Nonlinearly normalized maxima of independent and identically distributed random vectors are pre-sented in this work. We’ve obtained nonuniform estimate of convergence in transfer theorem in case when normalization is nonlinear.

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