Tauberian Theorems and Limit Distributions for Upper Order Statistics


H. Lanzinger, U. Stadtmuller


Starting with the Tauberian theorems of Karamata for regular variation we prove a slight extension of a Tauberian theorem by Trautner and the second author and use this to characterize limit relations for upper order statistics if we are in the domain of attraction of a max-stable distribution. Furthermore, we discuss the speed of convergence therein.