The logarithmic average of sample extremes is asymptotically normal.

DOI10.1016/S0304-4149(00)00056-9zbMath1047.60025OpenAlexW2021218924MaRDI QIDQ1879507

István Berkes, Lajos Horváth

Publication date: 22 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00056-9

zbMATH Keywords

law of iterated logarithmextreme valuestrong approximations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17)

Related Items (6)

A strong invariance principle for the logarithmic average of sample maxima. ⋮ An Extension of Almost Sure Central Limit Theory for the Product of Partial Sums ⋮ On almost sure max-limit theorems of complete and incomplete samples from stationary sequences ⋮ Almost sure versions of the Darling-Erdős theorem ⋮ Almost sure convergence of sample range ⋮ Almost sure limit theorems for the maximum of stationary Gaussian sequences

Cites Work

• On almost sure max-limit theorems
• A note on the almost sure central limit theorem
• Some limit theorems in log density
• On the convergence of generalized moments in almost sure central limit theorem
• Almost sure central limit theorems under minimal conditions
• Logarithmic averages of stable random variables are asymptotically normal
• Sur la distribution limite du terme maximum d'une série aléatoire
• On Almost Sure Limit Theorems
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
• Invariance principles for logarithmic averages
• Almost Sure Convergence in Extreme Value Theory
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