Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129674 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
In the paper, a regenerative process {Xn:nâN} with finite mean cycle length is considered. For Mn(q) denoting the qth largest value in {Xk:1⩽k⩽n}, we prove that supxâR|PMn(q)⩽xâG(x)nâk=0qâ1âlogG(x)nkk!γq,k(x)|â0,asnââ,for G and γq,k expressed in terms of maxima over the cycle. The result is illustrated with examples.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Natalia Soja-KukieÅa,