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Limit points of independent copies of sample maxima

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  • Mathew, George

Abstract

Let {Xn(i),n[greater-or-equal, slanted]1}, i=1,2 be two independent copies of a sequence of independent and identically distributed random variables. Let Mni=max1[less-than-or-equals, slant]j[less-than-or-equals, slant]n Xj(i). For suitable normalizing constants an and bn, we investigate the set of almost sure limit points of the vector sequenceand further investigate the limit set for vector subsequences .

Suggested Citation

  • Mathew, George, 2003. "Limit points of independent copies of sample maxima," Statistics & Probability Letters, Elsevier, vol. 65(2), pages 103-109, November.
    • Handle: RePEc:eee:stapro:v:65:y:2003:i:2:p:103-109
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    References listed on IDEAS

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    1. Nayak, S. S., 1985. "Almost sure limit points of independent copies of sample maxima," Stochastic Processes and their Applications, Elsevier, vol. 20(2), pages 353-360, September.
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