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The limit behavior of maxima modulo one and the number of maxima

✍ Scribed by Y. Qi; R.J.G. Wilms

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
448 KB
Volume
34
Category
Article
ISSN
0167-7152

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Limit theorems for the number and sum of
Limit theorems for the number and sum of near-maxima for medium tails
✍ Zhishui Hu; Chun Su πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 219 KB

Let X 1 ; X 2 ; : : : ; be a sequence of i.i.d. random variables. X j ; j 6 n is called a near-maximum i X j falls within a distance of the maximum M n = max{X 1 ; : : : ; X n }. In this paper, we focus on medium tailed distributions. A useful relationship on the number of near-maxima is built betwe