A Limit Theorem for Integral Functionals of an Extremum of Independent Random Processes
Abstract
We prove a theorem on the convergence of integral functionals of an extremum of independent stochastic processes to a degenerate law of distributions.
English version (Springer): Ukrainian Mathematical Journal 57 (2005), no. 2, pp 250-260.
Citation Example: Matsak I. K. A Limit Theorem for Integral Functionals of an Extremum of Independent Random Processes // Ukr. Mat. Zh. - 2005. - 57, № 2. - pp. 214–221.
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