混合卡方分布序列最大值的收敛速度
Rates of convergence of maximum from mixed chi-square sequence
该文指出混合卡方分布列最大值的渐近分布为 $Lambda$ 分布以及逐点收敛速度. 并在最优规范常数的条件下, 得到混合卡方分布序列最大值分布的渐近展开.
In this paper, for a mixed chi-square random sequence, convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansion of the distribution of the normalized maximum is given under an optimal choice of norming constants.
杨湘豫、易晓婷、朱祖锐
数学
渐进分布最大值收敛速度混合卡方分布
symptotic distributionMaximumRate of convergenceMixed chi-square distribution
杨湘豫,易晓婷,朱祖锐.混合卡方分布序列最大值的收敛速度[EB/OL].(2017-01-29)[2025-08-18].http://www.paper.edu.cn/releasepaper/content/201701-314.点此复制
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