Almost Sure Convergence in Extreme Value Theory

DOI10.1002/MANA.19981900104zbMATH Open0932.60028OpenAlexW1969299725MaRDI QIDQ4383971FDOQ4383971

Authors: Yongcheng Qi, Shihong Cheng, Liang Peng 

Publication date: 13 March 2000

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19981900104

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zbMATH Keywords

almost sure convergenceextreme value distributionlogarithmic meansarithmetic means

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• On a uniform law of the iterated logarithm for sums mod 1 and Benford's law

Cited In (44)

• Some asymptotic results on extremes of incomplete samples
• Almost sure versions of the Darling-Erdős theorem
• A generalization of almost sure local limit theorem of uniform empirical process
• A note on the almost sure central limit theorems for the maxima of strongly dependent nonstationary Gaussian vector sequences
• Almost sure versions of distributional limit theorems for certain order statistics.
• Almost sure limit theorem for stationary Gaussian random fields
• Almost sure convergence for the maxima and minima of strongly dependent nonstationary multivariate Gaussian sequences
• Almost sure limit theorems for a stationary normal sequence
• The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences
• Almost sure convergence for non-stationary random sequences
• Almost sure convergence for the maxima of strongly dependent stationary Gaussian vector sequences
• Some distributional limit theorems for the maxima of Gaussian vector sequences
• Sur quelques algorithmes récursifs pour les probabilités numériques
• Large deviations for some logarithmic means in the case of random variables with thin tails
• Almost sure limit theorems for the St. Petersburg game
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• A universal result in almost sure central limit theory.
• Almost sure convergence for the maximum of nonstationary random fields
• Almost sure convergence of extreme order statistics
• A note on almost sure central limit theorem in the joint version for the maxima and sums
• Almost sure convergence of maxima for chaotic dynamical systems
• Almost sure limit theorems for the maximum of a class of quasi-stationary sequences
• An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
• Almost sure max-limits for nonstationary Gaussian sequence
• An almost sure central limit theorem for self-normalized partial sums
• On the almost sure convergence for the joint version of maxima and minima of stationary sequences
• Asymptotic results for FGM random sequences
• Almost sure limit theorem for the order statistics of stationary Gaussian sequences
• On almost sure max-limit theorems of complete and incomplete samples from stationary sequences
• Almost sure convergence for the maximum and the sum of nonstationary Gaussian sequences
• Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
• Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes
• Large deviation principles for sequences of logarithmically weighted means
• Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences
• On the almost sure convergence of randomly indexed maximum of random variables
• Almost sure central limit theorem for exceedance point processes of stationary sequences
• Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence
• Almost sure central limit theorem for partial sums and maxima
• On the almost sure limit theorem for the joint version of maxima and minima of non-stationary random fields
• Almost sure asymptotics for extremes of non-stationary Gaussian random fields
• The law of large numbers with exceptional sets
• The logarithmic average of sample extremes is asymptotically normal.
• A strong invariance principle for the logarithmic average of sample maxima.
• Almost sure central limit theorem for a nonstationary Gaussian sequence

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