A series criterion for moving maxima
Let \(U_ 1\), \(U_ 2,\dots\) be independent r.v.'s distributed uniformly on [0,1] and let \(M_ n=\max\{U_ i:n-a_ n1\), \(\mu_ n\) is nondecreasing and \((\mu_ n)^{a_ n}\) is nonincreasing. Then \[ P[M_ n<\mu_ n \text{ i.o.} ]=\begin{cases} 1 \text{ if } \sum_ n(\mu_ n)^{a_ n}h(n)=\infty, \\ 0 \text{ if } \sum_ n(\mu_ n)^{a_ n}h(n)<\infty \text{ and } \sup_ n(a_{n+1}-a_ n)<\infty. \end{cases} \] Theorem 2 asserts that the set of limit points of \(\{M_ n\}\) is equal to \([\gamma^*,1]\), where \(\gamma^*\) is the infimum of all positive numbers \(\gamma\) satisfying \(\sum_ n\gamma^{a_ n}=\infty\).
- scientific article; zbMATH DE number 3441342 (Why is no real title available?)
- On the Rate of Growth of the Partial Maxima of a Sequence of Independent Identically Distributed Random Variables.
- Strong limiting bounds for a sequence of moving maxima
- The minimal growth rate of partial maxima
- The Robbins-Siegmund series criterion for partial maxima
- The Robbins-Siegmund series criterion for partial maxima
- Strong limiting bounds for a sequence of moving maxima
- Stability of maxima over randomly deleted sets
- On Klass' series criterion for the minimal growth rate of partial maxima
- Uniform AR(1) processes and maxima on partial samples
- Almost sure behaviour of near moving maxima
This page was built for publication: A series criterion for moving maxima
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2368166)
