Article ID Journal Published Year Pages File Type
1154089 Statistics & Probability Letters 2006 11 Pages PDF
Abstract
We prove a.s. limit theorems corresponding to the classical Darling-Erdős theorem for the maxima of normalized partial sums of i.i.d. random variables. Our results yield the analogue of the a.s. central limit theorem for the Darling-Erdős max functional and its variants. Unlike in standard a.s. central limit theory, our theorems involve nonlogarithmic averages.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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