Generalized One-Sided Laws for the Larger Observations of a Triangular Array |
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| Authors: | André Adler |
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| Institution: | (1) Department of Mathematics, Illinois Institute of Technology, Chicago, Illinois, 60616 |
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| Abstract: | Consider independent and identically distributed random variables {X,X
nj
, 1 jn,n 1} with density f(x)=px
–p–1
I(x1), where p>0. We show that there exist unusual generalized Laws of the Iterated Logarithm involving the larger order statistics from our array. |
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| Keywords: | Almost sure convergence weak law of large numbers law of the iterated logarithm slow variation |
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