On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws

Abstract

In this work we study the limiting distribution of the maximum term of periodic integer-valued sequences with marginal distribution belonging to a particular class where the tail decays exponentially. This class does not belong to the domain of attraction of any max-stable distribution. Nevertheless, we prove that the limiting distribution is max-semistable when we consider the maximum of the first k n observations, for a suitable sequence {k n } increasing to infinity. We obtain an expression for calculating the extremal index of sequences satisfying certain local conditions similar to conditions D (m) (u n ), m ∈ N, defined by Chernick et al. (1991). We apply the results to a class of max-autoregressive sequences and a class of moving average models. The results generalize the ones obtained for the stationary case.

Scaling laws for reliable data dissemination in shared loss multicast trees

“…. , X in+T ), and extended it [64] to the class of max-semistable law. Another family of processes that was studies is called triangular array.…”