Panloup, Fabien - In: Stochastic Processes and their Applications 119 (2009) 10, pp. 3583-3607
We consider a sequence ([xi]n)n=1 of i.i.d. random values residing in the domain of attraction of an extreme value distribution. For such a sequence, there exist (an) and (bn), with an0 and for every n=1, such that the sequence (Xn) defined by Xn=(max([xi]1,...,[xi]n)-bn)/an converges in...