Title of article :
Generalized Poisson Distributions as Limits of Sums for Arrays of Dependent Random Vectors
Author/Authors :
Kobus، نويسنده , , M.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1995
Abstract :
Arrays of random vectors with values in Rd stationary in rows, are investigated. By the assumptions related to the ones used in the extreme value theory a limit thoerem for sums is proved. Necessary and sufficient conditions for the convergence in distribution of sums to some generalized Poisson distributions in m-dependent and α-, ρ-, φ-mixing cases are given. As a tool the point processes theory is used.
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis