Domains of Attraction and Norming Constants

  • Sidney I. Resnick
Part of the Springer Series in Operations Research and Financial Engineering book series (ORFE)


As in Chapter 0 suppose {X n , n ≥ 1} is an iid sequence of random variables with common distribution F(x). If G is an extreme value distribution then according to Proposition 0.3, G is of the for.


Equivalence Class Norming Constant Auxiliary Function Regular Variation Moment Generate Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 1987

Authors and Affiliations

  • Sidney I. Resnick
    • 1
  1. 1.School of Operations Research and Industrial EngineeringCornell UniversityIthacaUSA

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