{"title":"多元极值几何型随机变量的渐近性质","authors":"Frédéric Béré, Kpèbbèwèrè Cédric Somé, Remi Guillaume Bagré, Pierre Clovis Nitiéma","doi":"10.11648/J.ACM.20211006.12","DOIUrl":null,"url":null,"abstract":"This document was an opportunity for us to measure the contributions of researchers on the asymptotic behavior of the extremes random variables. Beyond the available results, we have proposed an analysis of the behavior of the extremes of random variables of geometric type. We succeeded in determining a subsequence which allows us to establish a convergence in law of the extremes of this type of random variable while passing by the determination of a speed of convergence. We then exposed the limited law which results from it then we called upon the copulas of the extreme values to propose a joint limited law for two independent samples of random variables of geometric type. These results will allow us to analyze, in a document, not only the convergence in moment of order of the other extremes of the random variables of geometric type but also the general asymptotic behavior of the extremes of a serie of random variables with integer value. This document was an opportunity for us to measure the contributions of researchers on the asymptotic behavior of the extremes random variables. Beyond the available results, we have proposed an analysis of the behavior of the extremes of random variables of geometric type. We first made the case of the fact that the random variables of geometric type could be constructed from the random variables of exponential distribution and that they were not only integer variables but also that in general there were no sequences standards that allowed their extremes to converge. To do this, we first built a convergent ϕ(k) subsequence which we then used to define a geometric type Tϕ(k) subsequence of random variables. We have also proved the convergence in distribution of the extremes of the random variables Tϕ(k). We have also exhibited the resulting limit law. Finally, in this document, we have dealt with the multivariate case of random variables of geometric type. We considered two independent samples of random variables of geometric types. Using a copula of extreme values, in particular the logistic copula, we proposed a joint limit distribution of two independent samples of subsequences of geometric type random variables. We then exposed the limited law which results from it then we called upon the copulas of the extreme values to propose a joint limited law for two independent samples of random variables of geometric type.","PeriodicalId":55503,"journal":{"name":"Applied and Computational Mathematics","volume":null,"pages":null},"PeriodicalIF":4.6000,"publicationDate":"2021-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Asymptotic Behavior of Multivariate Extremes Geometric Type Random Variables\",\"authors\":\"Frédéric Béré, Kpèbbèwèrè Cédric Somé, Remi Guillaume Bagré, Pierre Clovis Nitiéma\",\"doi\":\"10.11648/J.ACM.20211006.12\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This document was an opportunity for us to measure the contributions of researchers on the asymptotic behavior of the extremes random variables. Beyond the available results, we have proposed an analysis of the behavior of the extremes of random variables of geometric type. We succeeded in determining a subsequence which allows us to establish a convergence in law of the extremes of this type of random variable while passing by the determination of a speed of convergence. We then exposed the limited law which results from it then we called upon the copulas of the extreme values to propose a joint limited law for two independent samples of random variables of geometric type. These results will allow us to analyze, in a document, not only the convergence in moment of order of the other extremes of the random variables of geometric type but also the general asymptotic behavior of the extremes of a serie of random variables with integer value. This document was an opportunity for us to measure the contributions of researchers on the asymptotic behavior of the extremes random variables. Beyond the available results, we have proposed an analysis of the behavior of the extremes of random variables of geometric type. We first made the case of the fact that the random variables of geometric type could be constructed from the random variables of exponential distribution and that they were not only integer variables but also that in general there were no sequences standards that allowed their extremes to converge. To do this, we first built a convergent ϕ(k) subsequence which we then used to define a geometric type Tϕ(k) subsequence of random variables. We have also proved the convergence in distribution of the extremes of the random variables Tϕ(k). We have also exhibited the resulting limit law. Finally, in this document, we have dealt with the multivariate case of random variables of geometric type. We considered two independent samples of random variables of geometric types. Using a copula of extreme values, in particular the logistic copula, we proposed a joint limit distribution of two independent samples of subsequences of geometric type random variables. We then exposed the limited law which results from it then we called upon the copulas of the extreme values to propose a joint limited law for two independent samples of random variables of geometric type.\",\"PeriodicalId\":55503,\"journal\":{\"name\":\"Applied and Computational Mathematics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":4.6000,\"publicationDate\":\"2021-11-11\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied and Computational Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.11648/J.ACM.20211006.12\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied and Computational Mathematics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.11648/J.ACM.20211006.12","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Asymptotic Behavior of Multivariate Extremes Geometric Type Random Variables
This document was an opportunity for us to measure the contributions of researchers on the asymptotic behavior of the extremes random variables. Beyond the available results, we have proposed an analysis of the behavior of the extremes of random variables of geometric type. We succeeded in determining a subsequence which allows us to establish a convergence in law of the extremes of this type of random variable while passing by the determination of a speed of convergence. We then exposed the limited law which results from it then we called upon the copulas of the extreme values to propose a joint limited law for two independent samples of random variables of geometric type. These results will allow us to analyze, in a document, not only the convergence in moment of order of the other extremes of the random variables of geometric type but also the general asymptotic behavior of the extremes of a serie of random variables with integer value. This document was an opportunity for us to measure the contributions of researchers on the asymptotic behavior of the extremes random variables. Beyond the available results, we have proposed an analysis of the behavior of the extremes of random variables of geometric type. We first made the case of the fact that the random variables of geometric type could be constructed from the random variables of exponential distribution and that they were not only integer variables but also that in general there were no sequences standards that allowed their extremes to converge. To do this, we first built a convergent ϕ(k) subsequence which we then used to define a geometric type Tϕ(k) subsequence of random variables. We have also proved the convergence in distribution of the extremes of the random variables Tϕ(k). We have also exhibited the resulting limit law. Finally, in this document, we have dealt with the multivariate case of random variables of geometric type. We considered two independent samples of random variables of geometric types. Using a copula of extreme values, in particular the logistic copula, we proposed a joint limit distribution of two independent samples of subsequences of geometric type random variables. We then exposed the limited law which results from it then we called upon the copulas of the extreme values to propose a joint limited law for two independent samples of random variables of geometric type.
期刊介绍:
Applied and Computational Mathematics (ISSN Online: 2328-5613, ISSN Print: 2328-5605) is a prestigious journal that focuses on the field of applied and computational mathematics. It is driven by the computational revolution and places a strong emphasis on innovative applied mathematics with potential for real-world applicability and practicality.
The journal caters to a broad audience of applied mathematicians and scientists who are interested in the advancement of mathematical principles and practical aspects of computational mathematics. Researchers from various disciplines can benefit from the diverse range of topics covered in ACM. To ensure the publication of high-quality content, all research articles undergo a rigorous peer review process. This process includes an initial screening by the editors and anonymous evaluation by expert reviewers. This guarantees that only the most valuable and accurate research is published in ACM.