Limit laws for kth order statistics from strong-mixing processes

1984 ◽  
Vol 21 (04) ◽  
pp. 720-729 ◽  
Author(s):  
W. Dziubdziela

We present necessary and sufficient conditions for the weak convergence of the distributions of the kth order statistics from a strictly stationary strong-mixing sequence of random variables to limit laws which are represented in terms of a compound Poisson distribution. The obtained limit laws form a class larger than that occurring in the independent case.

1984 ◽  
Vol 21 (4) ◽  
pp. 720-729 ◽  
Author(s):  
W. Dziubdziela

We present necessary and sufficient conditions for the weak convergence of the distributions of the kth order statistics from a strictly stationary strong-mixing sequence of random variables to limit laws which are represented in terms of a compound Poisson distribution. The obtained limit laws form a class larger than that occurring in the independent case.


1986 ◽  
Vol 23 (03) ◽  
pp. 679-687
Author(s):  
W. Dziubdziela

We present sufficient conditions for the weak convergence of the distributions of thekth order statistics from a conditionally mixing array of random variables to limit laws which are represented in terms of a mixed compound Poisson distribution.


1986 ◽  
Vol 23 (3) ◽  
pp. 679-687 ◽  
Author(s):  
W. Dziubdziela

We present sufficient conditions for the weak convergence of the distributions of the kth order statistics from a conditionally mixing array of random variables to limit laws which are represented in terms of a mixed compound Poisson distribution.


2020 ◽  
Vol 70 (6) ◽  
pp. 1457-1468
Author(s):  
Haroon M. Barakat ◽  
M. H. Harpy

AbstractIn this paper, we investigate the asymptotic behavior of the multivariate record values by using the Reduced Ordering Principle (R-ordering). Necessary and sufficient conditions for weak convergence of the multivariate record values based on sup-norm are determined. Some illustrative examples are given.


2020 ◽  
Vol 24 (2) ◽  
pp. 241-251
Author(s):  
Basem A. Frasin

The main object of this paper is to find necessary and sufficient conditions for the Poisson distribution series to be in a general class of analytic functions with negative coefficients. Further, we consider an integral operator related to the Poisson distribution series to be in this class. A number of known or new results are shown to follow upon specializing the parameters involved in our main results.


1976 ◽  
Vol 13 (03) ◽  
pp. 519-529 ◽  
Author(s):  
Douglas R. Miller

Necessary and sufficient conditions are presented under which the point processes equivalent to order statistics of n i.i.d. random variables or superpositions of n i.i.d. renewal processes converge to a non-degenerate limiting process as n approaches infinity. The limiting process must be one of three types of non-homogeneous Poisson process, one of which is the Weibull process. These point processes occur as failure-time models in the reliability theory of repairable systems.


1989 ◽  
Vol 26 (03) ◽  
pp. 637-642 ◽  
Author(s):  
Janusz Pawłowski

This paper gives necessary and sufficient conditions for the convergence in distribution of sums of the 0–1 Markov chains to a compound Poisson distribution.


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