Almost sure versions of the Darling-Erdős theorem

DOI10.1016/J.SPL.2005.08.007MaRDI QIDQ2489802zbMATHOpenAlexFDO

Authors István Berkes, Michel Weber

Publication date 28 April 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.08.007

zbMATH Keywords

Almost sure limit theoremExtremal distributionNormalized maximaWeighted averages

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cites work

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• scientific article; zbMATH DE number 3553476 (Why is no real title available?)
• scientific article; zbMATH DE number 3320019 (Why is no real title available?)
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• A limit theorem for the maximum of normalized sums of independent random variables
• A strong invariance principle for the logarithmic average of sample maxima.
• A universal result in almost sure central limit theory.
• Almost Sure Convergence in Extreme Value Theory
• Almost sure invariance principles for partial sums of weakly dependent random variables
• Extension of the Darling and Erdős theorem on the maximum of normalized sums
• On almost sure max-limit theorems
• Strong invariance principles for partial sums of independent random vectors
• The Darling-Erdős theorem for sums of i.i.d. random variables
• The Intersective ASCLT
• The logarithmic average of sample extremes is asymptotically normal.

Cited in

(9)

• Almost sure local limit theorems
• Darling-Erdős theorems for martingales
• Darling-Erdős theorem for self-normalized sums
• Deductive proofs of almost sure persistence and recurrence properties
• Almost-sure central limit theorems and the Erdös–Rényi law for expanding maps of the interval
• On almost sure max-limit theorems
• scientific article; zbMATH DE number 4080521 (Why is no real title available?)
• On the universal a.s. central limit theorem
• On almost sure central limit theorem for hybrids of empirical and partial sums processes

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