Accession Number : ADA185422

Title :   Extrema of Skewed Stable Processes.

Descriptive Note : Technical rept.,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Samorodnitsky, Gennady

PDF Url : ADA185422

Report Date : Jun 1987

Pagination or Media Count : 38

Abstract : This document extremes of (generally) skewed stable processes. In particular the author finds the asymptotic behavior of the distribution function of the order statistics from a (dependent) stable sample. Given are necessary conditions for a.s. boundedness of general stable processes. These conditions turn out to be sufficient when O alpha 1. Further, asymptotic lower bounds O alpha 1 those bounds are shown to give the exact asymptotic behavior of the supremum and infimum distribution functions.

Descriptors :   *SKEWNESS, DISTRIBUTION FUNCTIONS, STOCHASTIC PROCESSES, ORDER STATISTICS, STABILITY, RANGE(EXTREMES), ASYMPTOTIC NORMALITY, RANDOM VARIABLES, INTEGRALS, PROBABILITY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE