Tail Inference for a Law in a Max-Semistable Domain of Attraction

2000 Mathematics Subject Classification: 62G32, 62G05.

Sums of a Random Number of Random Variables and their Approximations with ν- Accompanying Infinitely Divisible Laws

* Research supported by NATO GRANT CRG 900 798 and by Humboldt Award for U.S. Scientists.

Nonlinear Normalization in Limit Theorems for Extremes

2000 Mathematics Subject Classification: 60G70, 60F05.

On a Second Order Condition for Max-Semistable Laws

2000 Mathematics Subject Classification: 62G32, 62G20.

Functional Transfer Theorems for Maxima of Stationary Processes

2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.

Limit Theorems for Maxima of Heavy-Tailed Terms with Random Dependent Weights

2000 Mathematics Subject Classification: Primary 60F17, 60G52, 60G70 secondary 60E07, 62E20.