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Almost sure convergence of sums of maxima and minima of positive random variables |
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| Authors: | Malay Ghosh Gutti Jogesh Babu Nitis Mukhopadhyay |
| Institution: | 1. Department of Statistics, Iowa State University Snedecor Hall, 50010, Ames, Iowa, USA 2. Department of Mathematics, University of Illinois Urbana, 61801, Ill., USA 3. Indian Statistical Institute, 203 Barrackpore Trunk Rd., 7000 35, Calcutta, India |
| Abstract: | For a sequence of independent and identically distributed positive random variables, the almost sure convergence of sums of maxima (when suitably normalized) to appropriate constants is proved for both bounded and unbounded random variables. A similar result is also proved for sums of minima of such variables. |
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