On the almost sure central limit theorems in the joint version for the maxima and minima of some random variables

• Autorzy: Dudziński M. , Furmańczyk K.
• Języki publikacji: EN

Abstrakty

EN

Let: {Xi} be a sequence of r.v.'s, and: Mn := max (X1,..., Xn), mn := min (X1,..., Xn). Our goal is to prove the almost sure central limit theorem for the properly normalized vector {Mn,mn}, provided: 1) {Xi} is an i.i.d. sequence, 2) {Xi} is a certain standardized stationary Gaussian sequence.

Słowa kluczowe

EN

central limit theorems; random variables; vectors; normal comparison Lemma

PL

centralne twierdzenie graniczne; zmienne losowe; wektory

• Wydawca: De Gruyter
• Czasopismo: Demonstratio Mathematica
• Rocznik: 2008
• Tom: Vol. 41, nr 3
• Strony: 705--722
• Opis fizyczny: Bibliogr. 20 poz.

Twórcy

autor

Dudziński M.

autor

Furmańczyk K.

• Faculty of Applied Informatics and Mathematics, Department of Econometrics and Statistics, Warsaw University of Life Sciences,

Bibliografia

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