A note on sums and maxima of independent, identically distributed random variables (Q761693)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on sums and maxima of independent, identically distributed random variables |
scientific article |
Statements
A note on sums and maxima of independent, identically distributed random variables (English)
0 references
1984
0 references
Let \(\{\xi_{ni}\}\) be a triangular array of independent, identically distributed random variables. This paper considers a functional limit theorem for \((\sum_{i\leq nt}\xi_{ni},\quad \max_{i\leq nt}\xi_{ni})\) under a suitable normalization.
0 references
triangular array
0 references
functional limit theorem
0 references
