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On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem
Theory of Probability and Its Applications ( IF 0.6 ) Pub Date : 2022-05-05 , DOI: 10.1137/s0040585x97t990745
V. I. Piterbarg , Yu. A. Scherbakova

Theory of Probability &Its Applications, Volume 67, Issue 1, Page 44-61, May 2022.
We propose a sequence of accompanying laws in the B.,V. Gnedenko limit theorem for maxima of independent random variables with distributions lying in the Gumbel max domain of attraction. We show that this sequence provides a power-law convergence rate, whereas the Gumbel distribution provides only the logarithmic rate. As examples, we consider in detail the classes of Weibull and log-Weibull type distributions. For the entire Gumbel max domain of attraction, we propose a scale of classes of distributions that includes these two classes as a starting point.


中文翻译:

BV Gnedenko极限定理中的伴随测度和渐近展开

概率论及其应用,第 67 卷,第 1 期,第 44-61 页,2022 年 5 月。
我们在 B.,V. 中提出了一系列伴随定律。分布在 Gumbel 最大吸引力域中的独立随机变量最大值的 Gnedenko 极限定理。我们证明了这个序列提供了幂律收敛率,而 Gumbel 分布只提供了对数率。作为示例,我们详细考虑了 Weibull 和 log-Weibull 类型分布的类别。对于整个 Gumbel 最大吸引力域,我们提出了一个包含这两个类作为起点的分布类别规模。
更新日期:2022-05-06
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