Asymptotic results for FGM random sequences (Q5953885)

From MaRDI portal
Revision as of 01:07, 30 January 2024 by Import240129110155 (talk | contribs) (Added link to MaRDI item.)
scientific article; zbMATH DE number 1697561
Language Label Description Also known as
English
Asymptotic results for FGM random sequences
scientific article; zbMATH DE number 1697561

    Statements

    Asymptotic results for FGM random sequences (English)
    0 references
    0 references
    23 October 2002
    0 references
    Consider a sequence of random variables \((X_n)\) and denote by \(\overline{X}_n=(X_1+X_2+\dots +X_n)/n\) and by \(M_n=\max_{1 \leq j \leq n}\{X_j\} .\) Here, the random variables follow a special dependence structure of the so-called Farlie-Gumbel-Morgenstern typ [see e.g. \textit{S. Cambanis}, in: Advances in probability distributions with given marginals. Math. Appl. 67, 207-222 (1991; Zbl 0744.60037)]. Under this dependence structure and additional assumptions a strong law of large numbers for \(\overline{X}_n \) and an almost sure version of the weak limit relation \(a_n M_n+b_n@>d >>H\) with a max-stable distribution \(H\) and normalizing sequences \((a_n)>0\) and \((b_n)\) are shown.
    0 references
    Farlie-Gumbel-Morgenstern random sequences
    0 references
    strong law of large numbers
    0 references
    almost sure max-limit theorem
    0 references

    Identifiers