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math.PR2023
Strong Convergence of Peaks Over a Threshold
Simone A. Padoan, Stefano Rizzelli
Extreme Value Theory plays an important role to provide approximation results for the extremes of a sequence of independent random variables when their distribution is unknown. An…
math.PR2019★ 3 cited
Strong Convergence of Multivariate Maxima
Michael Falk, Simone A. Padoan, Stefano Rizzelli
It is well known and readily seen that the maximum of independent and uniformly on distributed random variables, suitably standardised, converges in total variation dis…