Max-analogues of N-infinite Divisibility and N-stability
Satheesh Sreedharan,
Sandhya E.
Issue:
Volume 1, Issue 2, December 2015
Pages:
33-36
Received:
27 September 2015
Accepted:
14 November 2015
Published:
22 November 2015
DOI:
10.11648/j.ijsd.20150102.11
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Abstract: Here we discuss the max-analogues of random infinite divisibility and random stability developed by Gnedenko and Korolev [5]. We give a necessary and sufficient condition for the weak convergence to a random max-infinitely divisible law from that to a max-infinitely divisible law. Introducing random max-stable laws we show that they are indeed invariant under random maximum. We then discuss their domain of max-attraction.
Abstract: Here we discuss the max-analogues of random infinite divisibility and random stability developed by Gnedenko and Korolev [5]. We give a necessary and sufficient condition for the weak convergence to a random max-infinitely divisible law from that to a max-infinitely divisible law. Introducing random max-stable laws we show that they are indeed inva...
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