Strong laws for sums of extreme values

被引：0

作者：

Broniatowski, M

Weber, M

机构：

[1] CNRS, F-51096 Reims, France

[2] Univ Reims, F-51096 Reims, France

[3] Univ Strasbourg, CNRS, Strasbourg, France

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1998年 / 42卷 / 03期

关键词：

order statistics; extreme values; laws of large numbers; Marcinkiewicz-Zygmund law of large numbers; Banach spaces;

D O I：

10.1137/S0040585X97976283

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We present a new approach to strong laws for sums of extreme values of sequences of independent not necessarily identically distributed random variables. Our technique is based on a simple extension of an inequality of M. Marcus and G. Pisier [M. Marcus and G. Pisier, Acta Math., 152 (1984), pp. 245-301.] on the tail distribution of weak lp norms of independent sequences of real random variables. Our results are also related to some extensions of the Marcinkiewicz-Zygmund law of large numbers.

引用

页码：395 / 404

页数：10

共 9 条

[1]

BINGHAM N. H., 1989, Regular variation

[2]

Chow Y.S., 1978, INDEPENDENCE INTERCH

[3] THE ASYMPTOTIC-DISTRIBUTION OF SUMS OF EXTREME VALUES FROM A REGULARLY VARYING DISTRIBUTION [J].