Sidney I. Resnick

Limit theory for multivariate sample extremes

SummaryLet

Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models

\{ (X_n^{(1)} ),...,X_n^{(k)} ,{\text{ }}n\} \underset{\raise0.3em\hbox{

The QQ-Estimator and Heavy Tails

\smash{\scriptscriptstyle-}

The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule

}}{ \geqslant } 1\}

Hidden regular variation, second order regular variation and asymptotic independence

be k-dimensional iid random vectors. Necessary and sufficient conditions are found for the weak convergence of the maxima

LIMIT LAWS FOR RANDOM VECTORS WITH AN EXTREME COMPONENT

\left\{ {\mathop {\text{V}}\limits_{j{\text{ = 1}}}^n X_j^{(1)} ,...,\mathop {\text{V}}\limits_{j{\text{ = 1}}}^n X_j^{(k)} } \right\}