ON THE ALMOST SURE CENTRAL LIMIT THEOREMS IN THE JOINT VERSION FOR THE MAXIMA AND MINIMA OF SOME RANDOM VARIABLES

被引：0

作者：

Dudzinski, Marcin ^{[1
,3
]}

Furmanczyk, Konrad ^{[2
]}

机构：

[1] Warsaw Univ Life Sci, Fac Appl Informat & Math, Dept Econ & Stat, Warsaw, Poland

[2] Warsaw Univ Life Sci, Fac Appl Informat & Math, Dept Appl Math, Warsaw, Poland

[3] Wydzial Zastosowan Informat & Matemat, Szkola Glowna Gospodarstwa Wiejskiego, Katedra Eekonometrii & Stat, Ul Nowoursynowska 159, PL-02776 Warsaw, Poland

来源：

DEMONSTRATIO MATHEMATICA | 2008年 / 41卷 / 03期

关键词：

Almost sure central limit theorem; Vectors of maxima and minima of some random variables; Normal Comparison Lemma;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Let: {X-i} be a sequence of r.v.'s, and: M-n := max (X-1,..., X-n), m := m(n) (X-1,..., X-n). Our goal is to prove the almost sure central limit theorem for the properly normalized vector {M-n,m(n)}, provided: 1) {X-i} is an i.i.d. sequence, 2) {X-i} is a certain standardized stationary Gaussian sequence.

引用

页码：705 / 722

页数：18

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