Abstract
We prove a theorem on the convergence of integral functionals of an extremum of independent stochastic processes to a degenerate law of distributions.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, No. 2, pp. 214–221, February, 2005.
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Matsak, I.K. A Limit Theorem for Integral Functionals of an Extremum of Independent Random Processes. Ukr Math J 57, 250–260 (2005). https://doi.org/10.1007/s11253-005-0185-8
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DOI: https://doi.org/10.1007/s11253-005-0185-8