Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix (Q5961955): Difference between revisions

A double array of non-degenerate independent and identically distributed random variables is considered. Necessary and sufficient conditions are established for the asymptotic distribution of the largest entry of the sample correlation matrix that is composed of the Pearson correlation coefficients between the pertinent random vectors. An equivalence of six statements pertaining to the weak law of large numbers has been proved. Relations to some previous strong limit theorems are indicated. Some open problems are posed.