On the convergence of scaled random samples

DOI10.1214/AOP/1065725190MaRDI QIDQ2565365zbMATH OpenOpenAlexFDO

Authors Geoffrey Pritchard

Publication date 1 September 1997

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1065725190

zbMATH Keywords

large deviationsregular variationscaled sample

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Geometric probability and stochastic geometry (60D05) Strong limit theorems (60F15) Extreme value theory; extremal stochastic processes (60G70)

Review text

The scaled-sample problem is considered: Let \(\{X^{(j)}, j\geq 1\}\) be an i.i.d. sequence of random elements with values in a normed linear space \(E\). When do there exist scaling constants \(\{\gamma_n\}\) such that \(\{X^{(j)}/\gamma_n, 1\leq j\leq n\}\) converges as \(n\to\infty\) (in the Hausdorff metric given by the norm) to a fixed set \(K\)? The main result relates the convergence of scaled samples to a large deviation principle for single observations. Some examples are also given.

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Cited in

(3)

• Convergence of scaled random samples in \({\mathbb{R}{}}^ d\)
• Convergence on randomly trimmed sums with a dependent sample
• Sample behavior of some random series

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