On the fluctuations of independent copies of moving maxima

✍ Scribed by S.S. Nayak; Madhusudhan Zalki

• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 85 KB
• Volume: 50
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(00)00115-2

✦ Synopsis

Let {Xn; n¿1} be a sequence of independent random variables (r.v.'s) with a common distribution function (d.f.) F.

Deÿne the moving maxima

Under certain conditions on F and k(n), the set of almost sure limit points of the vector consisting of properly normalised Y 1 k(n) and Y 2 k(n) is obtained.