Application of copulas in the proof of the almost sure central limit theorem for the kth largest maxima of some random variables

DOI10.4064/AM2340-10-2017MaRDI QIDQ3177166zbMATH OpenOpenAlexFDO

Authors Marcin Dudziński, Konrad Furmańczyk

Publication date 27 July 2018

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am2340-10-2017

zbMATH Keywords

\(\mathrm{MTP}_2\) dependence\(k\)th largest order statisticsalmost sure central limit theoremsArchimedean copulasassociated r.v.'scopulacopula generatorprocesses defined by Archimedean copulas

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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• Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima
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Cites work

• A note on the almost sure limit theorem for the product of partial sums
• scientific article; zbMATH DE number 1001923 (Why is no real title available?)
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 32969 (Why is no real title available?)

Cited in

(5)

• Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima
• Limit theorem for the maximum of random variables connected by IT-copulas of Student's \(t\)-distribution
• An empirical almost sure central limit theorem under the weak dependence assumptions and its application to copula processes
• On some applications of the Archimedean copulas in the proofs of the almost sure central limit theorems for certain order statistics
• An empirical central limit theorem with applications to copulas under weak dependence

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