Limiting Distributions for the Minimum-Maximum Models

oleh: Ling Peng, Lei Gao

Format: Article
Diterbitkan: MDPI AG 2019-08-01

Deskripsi

We consider the extreme value problem of the minimum-maximum models for the independent and identically distributed random sequence and stationary random sequence, respectively. By invoking some probability formulas and Taylor’s expansions of the distribution functions, the limiting distributions for these two kinds of sequences are obtained. Moreover, convergence analysis is carried out for those extreme value distributions. Several numerical experiments are conducted to validate our theoretical results.