• Media type: E-Article
  • Title: Scheduled maxima sequences
  • Contributor: Deken, Joseph G.
  • Published: Cambridge University Press (CUP), 1978
  • Published in: Journal of Applied Probability, 15 (1978) 3, Seite 543-551
  • Language: English
  • DOI: 10.1017/s0021900200045915
  • ISSN: 0021-9002; 1475-6072
  • Keywords: Statistics, Probability and Uncertainty ; General Mathematics ; Statistics and Probability
  • Origination:
  • Footnote:
  • Description: We define a vector-valued scheduled maxima sequence M by considering simultaneously the maxima of several i.i.d. sequences, with the number of observations considered from each sequence at any time determined by a random scheduling sequence J. It is shown that the max-min (vector) sequence derived from i.i.d. can be represented as a mixture of scheduled maxima sequences, giving results for this sequence and the range A functional limit theorem for the scheduled maxima sequence shows convergence to independent extremal processes. Embedding in a scheduled extremal process gives strong laws, central limit theorems, and laws of the iterated logarithm for the record time of the scheduled maxima sequence, and hence for the max-min sequence and the range.