Strong limiting bounds for a sequence of moving maxima (Q1176987)

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Strong limiting bounds for a sequence of moving maxima
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    Strong limiting bounds for a sequence of moving maxima (English)
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    25 June 1992
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    The authors continue Barndorff-Nielsen (1961), Robbins and Siegmund (1970), Klass (1984, 1985) investigations on series criterion for partial maxima, but in the setting of moving maxima, namely: let \(U_ 1,U_ 2,\ldots\) be i.r.v.s uniformly distributed on \((0,1)\); \(a_ n\), \(n\geq 1\), be integers satisfying \(1\leq a_ n\leq n\); \(M_ n=\max(U_ i: n- a_ n<i\leq n)\); and \(\mu_ n\) be a sequence with \(0\leq \mu_ n\leq 1\). There are obtained series criteria for determining whether (a) \(P(M_ n>\mu_ n\) i.o.\()=0\) or 1, and (b) \(P(M_ n<\mu_ n\) i.o.\()=0\) or 1. The case (b) is considered for sequences \(a_ n\) having an asymptotical behaviour of order \((n\rightarrow\infty)\): \(bn\leq a_ n\leq cn,\) \(0<b<c<1;\) \(bn^ \alpha\leq a_ n\leq cn^ \alpha,\) \(0<b<c<\infty\), \(0<\alpha<1;\) \(b(\log n)^ \alpha\leq a_ n\leq c(\log n)^ \alpha,\) \(0<b<c<\infty\), \(\alpha>1\).
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    strong limit theorems
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    moving maxima
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