On the fluctuations of independent copies of moving maxima

S. S. Nayak and Madhusudhan Zalki

Statistics & Probability Letters, 2000, vol. 50, issue 4, 351-356

Abstract: Let {Xn, n[greater-or-equal, slanted]1} be a sequence of independent random variables (r.v.'s) with a 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), n[greater-or-equal, slanted]1} is a sequence of positive integers. Let Yk(n)1 and Yk(n)2 be two independent copies of Yk(n). Under certain conditions on F and k(n), the set of almost sure limit points of the vector consisting of properly normalised Yk(n)1 and Yk(n)2 is obtained.

Keywords: Almost; sure; limit; set; Moving; maxima; Independent; copies; Infinitely; often (search for similar items in EconPapers)
Date: 2000
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