We consider limit distributions of extremes of a process {Yn} satisfying the stochastic difference equation Yn-AnYn-1+Bn, n[greater-or-equal, slanted]1,Y0[greater-or-equal, slanted]0, where {An, Bn} are i.i.d. 2+-valued random pairs, A special case of interest is when {Yn} is derived from a...

Let (X1, Y1), (X2, Y2),..., (Xn, Yn) be a random sample from a bivariate distribution function F which is in the domain of attraction of a bivariate extreme value distribution function G. This G is characterized by the extreme value indices and its spectral measure or angular measure. The...

A useful method to derive limit results for partial maxima and record values of independent, identically distributed random variables is to start from one specific probability distribution and to extend the result for this distribution to a class of distributions.This method involves an extended...