A Limit Theorem for Integral Functionals of an Extremum of Independent Random Processes

  • I. K. Matsak (Київ. нац. ун-т iм. Т. Шевченка)

Abstract

We prove a theorem on the convergence of integral functionals of an extremum of independent stochastic processes to a degenerate law of distributions.
Published
25.02.2005
How to Cite
MatsakI. K. “A Limit Theorem for Integral Functionals of an Extremum of Independent Random Processes”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, no. 2, Feb. 2005, pp. 214–221, https://umj.imath.kiev.ua/index.php/umj/article/view/3588.
Section
Research articles