One technique of nonlinear normalization of random variables (Q1175856)
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English | One technique of nonlinear normalization of random variables |
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One technique of nonlinear normalization of random variables (English)
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25 June 1992
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In connection with \textit{D. A. Darling}'s result [Trans. Am. Math. Soc. 73, 95--107 (1952; Zbl 0047.37502)] on the influence of the maximum term in the additions of i.r.v.s, the author considers the question of finding better nonlinear normalizations for sequences \(\{Z_n\}\) of sums (or maxima) of i.i.d. r.v.s. He investigates convergences of type \(a_n\varphi(Z_n-b_n)\underset n{\overset d{\rightarrow}} Z\), where \(b_n\) and \(a_n\) are real numbers, \(a_n>0\), \(a_n/a_{n+1}\to 1\), \(\varphi\) is continuous and strictly increasing.
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influence of the maximum term
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nonlinear normalizations
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convergence of type
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