Abstract
We study the convergence of distributions of integral functionals of random processes of the formU n (t)=b n (Z n (t)-a n G(t)),t⃛T, where {X=X(t), t⃛T} is a random process,X n ,n≥1, are independent copies ofX, andZ n (t)=max1≤k≤n X k (t).
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Additional information
Ukrainian State Academy of Light Industry, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 9, pp. 1201–1209, September, 1999.
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Matsak, I.K. Convergence of distributions of integral functionals of extremal random functions. Ukr Math J 51, 1352–1361 (1999). https://doi.org/10.1007/BF02593002
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DOI: https://doi.org/10.1007/BF02593002