Criteria for convergence of the number of near maxima for long tails (Q2488447): Difference between revisions

Let \(X_1\),\(X_2\),\dots,\(X_n\) be i.i.d. r.v.s, and let \(M(\nu,n)\) be the \(\nu\)-th largest observation. For a fixed \(a>0\), the number of near-maxima is considered: \[ K_n(a,\nu)=\#\{j: X_j\in(M(\nu,n)-a,M(\nu,n))\}. \] Necessary and sufficient conditions of a.s. and complete convergence \(K_n(a,\nu)\to 1\) are derived. The rate of convergence \({\mathbf P}\{K_n(a,\nu)>1\}\to 1\) is estimated.