Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154089 | Statistics & Probability Letters | 2006 | 11 Pages |
Abstract
We prove a.s. limit theorems corresponding to the classical Darling-ErdÅs 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-ErdÅs 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
Authors
István Berkes, Michel Weber,