Asymptotical analysis of Cramer‘s transforms for extrema

Algimantas  Aksomaitis

doi:10.15388/LMR.2007.24251

Articles

Algimantas Aksomaitis

Kaunas University of Technology

Published 2021-06-15

https://doi.org/10.15388/LMR.2007.24251

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Keywords

extremes
Cramer‘s transforms
rate of convergence

How to Cite

Aksomaitis, A. (2021) “Asymptotical analysis of Cramer‘s transforms for extrema”, Lietuvos matematikos rinkinys, 47(spec.), pp. 499–502. doi:10.15388/LMR.2007.24251.

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Abstract

Asymptotic of normalized extrema of independent identically distributed random variables is analyzed. Normalization – Cramer‘s transforms [2].

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