Limit points of sequences of moving maxima

H. V. Hebbar and N. Vadiraja

Statistics & Probability Letters, 1997, vol. 34, issue 1, 13-18

Abstract: Let Xn, n [greater-or-equal, slanted] 1 n0 [not double vertical, dash]e a sequence of independent random variables (r.v.'s) with the common distribution function (d.f.) F. Define the moving maxima Yk(n) = max(Xn - k(n) + 1, Xn - k(n) + 2,..., Xn) where k(n) is a sequence of positive integers. Under certain conditions on F and k(n), the set of all almost sure limit points of sequences of properly normalised Yk(n) is obtained.

Keywords: Almost; sure; limit; set; Moving; maxima (search for similar items in EconPapers)
Date: 1997
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