1984•Unpublished venueRequires access
Let {X,, n 1} be a strictly stationary sequence of random variables. Denote
From Strong-Mixing Processes, Wiesław Dziubdziela
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Abstract
We present necessary and sufficient conditions for the weak convergence of the distributions of the kth order statistics from a strictly stationary strongmixing sequence of random variables to limit laws which are represented in terms of a compound Poisson distribution. The obtained limit laws form a class larger than that occurring in the independent case.