Asymptotic results for FGM random sequences (Q5953885)
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scientific article; zbMATH DE number 1697561
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English | Asymptotic results for FGM random sequences |
scientific article; zbMATH DE number 1697561 |
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Asymptotic results for FGM random sequences (English)
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23 October 2002
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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.
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Farlie-Gumbel-Morgenstern random sequences
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strong law of large numbers
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almost sure max-limit theorem
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