A note on sums and maxima of independent, identically distributed random variables (Q761693): Difference between revisions
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Revision as of 01:00, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on sums and maxima of independent, identically distributed random variables |
scientific article |
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A note on sums and maxima of independent, identically distributed random variables (English)
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1984
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Let \(\{\xi_{ni}\}\) be a triangular array of independent, identically distributed random variables. This paper considers a functional limit theorem for \((\sum_{i\leq nt}\xi_{ni},\quad \max_{i\leq nt}\xi_{ni})\) under a suitable normalization.
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triangular array
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functional limit theorem
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