Article ID Journal Published Year Pages File Type
5129674 Statistics & Probability Letters 2017 8 Pages PDF
Abstract

In the paper, a regenerative process {Xn:n∈N} with finite mean cycle length is considered. For Mn(q) denoting the qth largest value in {Xk:1⩽k⩽n}, we prove that supx∈R|PMn(q)⩽x−G(x)n∑k=0q−1−logG(x)nkk!γq,k(x)|→0,asn→∞,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
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