On the asymptotic behavior of the sequence and series of running maxima from a real random sequence

DOI10.1016/j.spl.2012.10.010zbMath1269.60033OpenAlexW2067835923MaRDI QIDQ1950659

Rita Giuliano Antonini, Thuntida Ngamkham, Andrei I. Volodin

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.10.010

zbMATH Keywords

almost sure convergence\(\varphi \)-sub-Gaussian random variablesrunning maxima of random variables

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

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