This article is cited in 2 papers

On maximum domain of attraction for transformations of normal random variable

V. V. Troshin

Lomonosov Moscow State University, Moscow, Russia

Abstract: Limit distributions of the maximum of independent copies of a transformation of a Gaussian random variable are studied. Sufficient and necessary conditions are found for the transformations belonging to Fréchet and Weibull maximum domains of attraction. Simple sufficient conditions are also given.

UDC: 519.214.6

 English version: Journal of Mathematical Sciences (New York), 2022, 262:4, 537–543