Two theorems on the sequence of maxima of independent random variables (Q1068433)

Let: a) \(\{\xi_{n\kappa}\}\) be a sequence of i.i.d. random variables with a d.f. \(F_ n(x)\), for fixed n, and every \(\kappa\) ; b) \(\{\kappa_ n\}\) be a sequence of positive integers; c) \(\{\nu_ n\}\) be a sequence of non-negative integer random variables, independent of \(\{\xi_{n\kappa}\}\). Let \(\eta_{\kappa_ n}=\max\) \((\xi_{n_ 1},...,\xi_{n\kappa_ n})\) and \(\eta_{\nu_ n}=\max (\xi_{n1},...,\xi_{n\nu_ n}).\) It was proved previously by \textit{B. V. Gnedenko} and \textit{D. B. Gnedenko} [Serdica 8, 229-234 (1982; Zbl 0507.60024)] that if A) \(P(\eta_{\kappa_ n}<x)\to \Phi (x)\) and B) \(P(\nu_ n/\kappa_ n<x)\to A(x)\) (where \(\Phi\) (x) and A(x) are d.f.'s) then C) \(P(\eta_{\nu_ n}<x)\to \psi (x)=\int^{+\infty}_{0}(\Phi (x))^ zdA(z).\) The authors are concerned with possible converses of this theorem. They prove, first, that if B) and C) are valid and A(x) is not the d.f. of the almost sure zero random variable then A) is also valid. Furthermore, a weaker form of the other converse is shown: if A) is substituded by the special case A'), i.e. if we have a sequence of i.i.d. random variables \(\{\xi_ n\}\) with d.f. F(x) and \(\sigma_ n=\max (\xi_ 1,...,\xi_ n)\) and we define \(\xi_{n\kappa}=(\sigma_{\kappa}-b_ n)/a_ n\), take \(\kappa_ n=n\), and \(P((\sigma_ n-b_ n)/a_ n)<x)\to \Phi (x)\) (which can be only Weibull, Gumbel or Frechet d.f.'s for maxima), then A') and C) imply B).