A strong invariance principle for the logarithmic average of sample maxima

Ingo Fahrner

Stochastic Processes and their Applications, 2001, vol. 93, issue 2, 317-337

Abstract: Given an extremal-[Lambda] process {Y[Lambda](t), t>0}, the transformed process {U(s)=Y[Lambda](es)-s, -[infinity]

Keywords: Wiener; process; Extremal; process; Strong; approximation; Invariance; principle; Almost; sure; behavior; of; extremes (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (3)

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