Volume 1, Issue 2, December 2015, Page: 33-36
Max-analogues of N-infinite Divisibility and N-stability
Satheesh Sreedharan, Department of Applied Sciences, Vidya Academy of Science and Technology, Thalakkottukara, Thrissur, India
Sandhya E., Department of Statistics, Prajyoti Niketan College, Pudukad, Thrissur, India
Received: Sep. 27, 2015;       Accepted: Nov. 14, 2015;       Published: Nov. 22, 2015
DOI: 10.11648/j.ijsd.20150102.11      View  3850      Downloads  111
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.
Max-infinite Divisibility, Max-stability, Domain of Max-attraction, Extremal Processes
To cite this article
Satheesh Sreedharan, Sandhya E., Max-analogues of N-infinite Divisibility and N-stability, International Journal of Statistical Distributions and Applications. Vol. 1, No. 2, 2015, pp. 33-36. doi: 10.11648/j.ijsd.20150102.11
Copyright © 2015 Authors retain the copyright of this article.
This article is an open access article distributed under the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/) which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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