On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws |
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Authors: | Sreehari Maddipatla Ravi Sreenivasan Vasudeva Rasbagh |
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Affiliation: | 1.Department of Statistics,Maharaja Sayajirao University of Baroda,Vadodara,India;2.Department of Studies in Statistics,University of Mysore,Mysore,India |
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Abstract: | In this article we study the max domains of attraction of distributions of sums of independent random variables belonging to the max domains of attraction of max stable laws under linear normalization. These results lead to the study of the max domains of attraction of distributions of products of independent random variables belonging to the max domain of attraction of max stable laws under power normalization. |
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