On the limiting distribution of the maximum with random sample size of regular variation function
Songlin Wu, Du-Zhi Wu · 2012
Let X1, X2, … be i.i.d. sequence and ƒ(x) be a regular variation function with index r. Let N(n) be a positive integer valued random variable and equation in probability, where η is a positive random variable. When some conditions are satisfied, the asymptotic distribution of Mƒ(N(n))is derived.