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This article is cited in 1 scientific paper (total in 1 paper)
Strong laws for sums of extreme values
M. Broniatowskia, M. Weberb a CNRS and Universite de Reims, France
b CNRS Université de Strasbourg
Abstract:
We present a new approach to strong laws for sums of extreme values of sequences of independent not necessarily identically distributed random variables. Our technique is based on a simple extension of an inequality of M. Marcus and G. Pisier [M. Marcus and G. Pisier, Acta Math., 152 (1984), pp. 245–301.] on the tail distribution of weak $l_p$ norms of independent sequences of real random variables. Our results are also related to some extensions of the Marcinkiewicz–Zygmund law of large numbers.
Keywords:
order statistics, extreme values, laws of largenumbers, Marcinkiewicz–Zygmund law of large numbers, Banach spaces.
Received: 10.12.1994
Citation:
M. Broniatowski, M. Weber, “Strong laws for sums of extreme values”, Teor. Veroyatnost. i Primenen., 42:3 (1997), 553–563; Theory Probab. Appl., 42:3 (1998), 395–404
Linking options:
https://www.mathnet.ru/eng/tvp1952https://doi.org/10.4213/tvp1952 https://www.mathnet.ru/eng/tvp/v42/i3/p553
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