Almost sure versions of the Darling-Erdös theorem

We prove a.s. limit theorems corresponding to the classical Darling-Erdös 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-Erdös max functional and its variants. Unlike in standard a.s. central limit theory, our theorems involve nonlogarithmic averages.

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Year of publication:	2006
Authors:	Berkes, István ; Weber, Michel
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 3, p. 280-290
Publisher:	Elsevier
Keywords:	Normalized maxima Extremal distribution Almost sure limit theorem Weighted averages

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005211930