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Limit theorems for maxima of some dependent random sums
Authors:T. V. Kuznetsova
Affiliation:1. Faculty of Mechanics and Mathematics, Moscow State University, Leninskie Gory, Moscow, 119991, Russia
Abstract:A family of extrema having the form $$Y_{mn} = mathop {max }limits_{1 leqslant i leqslant m} sumlimits_{j = 1}^n {X_{ij} , m,n geqslant 1,}$$ is considered, here the random variables {X ij }, i ?? 1, j ?? 1, are dependent in columns (with identical j) and independent in rows (with different j). The asymptotics of Y mn for m, n ?? ?? is studied. Three particular cases are considered: a normal distribution, a Laplace distribution, and an ??-stable distribution.
Keywords:
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