Limiting Behavior of Maxima under Dependence
依赖条件下最大值的极限行为
Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This general framework allows one to derive several generalizations of the well-known Fisher-Tippett-Gnedenko theorem under conditions on the univariate marginal distribution and the dependence structure of the sequence. The limiting distributions…