Generalized One-Sided Laws for the Larger Observations of a Triangular Array |
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Authors: | André Adler |
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Affiliation: | (1) Department of Mathematics, Illinois Institute of Technology, Chicago, Illinois, 60616 |
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Abstract: | Consider independent and identically distributed random variables {X,Xnj, 1jn,n1} with density f(x)=px–p–1I(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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