Large Deviation Principles for Sequences of Maxima and Minima
Rita Giuliano, Claudio Macci
Abstract
Rita Giuliano, Claudio Macci
Abstract
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on the (common) distribution function, we prove large deviation principles for sequences of maxima, minima and pairs formed by maxima and minima. The i.i.d. random variables can be either unbounded or bounded; in the first case maxima and minima have to be suitably normalized.
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In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on the (common) distribution function, we prove large deviation principles for sequences of maxima, minima and pairs formed by maxima and minima. The i.i.d. random variables can be either unbounded or bounded; in the first case maxima and minima have to be suitably normalized.
Key concepts: Maxima and minima, Maxima, Bounded function, Mathematics, Statistical physics, Function (biology), Mathematical analysis, Physics