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Strong law and central limit theorem for a process between maxima and sums

✍ Scribed by F. Hollander; G. Hooghiemstra; M. Keane; J. Resing


Book ID
105154290
Publisher
Springer
Year
1991
Tongue
English
Weight
724 KB
Volume
90
Category
Article
ISSN
1432-2064

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## Abstract Let __X__, __X__~1~, __X__~2~, … be i.i.d. random variables with nondegenerate common distribution function __F__, satisfying __EX__ = 0, __EX__^2^ = 1. Let __X~i~__ and __M~n~__ = max{__X~i~__, 1 ≀ __i__ ≀ __n__ }. Suppose there exists constants __a~n~__ > 0, __b~n~__ ∈ __R__ and a non