A strong invariance principle for the logarithmic average of sample maxima.
type: Item
instance of: scholarly article
title: A strong invariance principle for the logarithmic average of sample maxima.
zbMATH Open document ID: 1053.60030
DOI: 10.1016/S0304-4149(00)00103-4
author: Ingo Fahrner
published in: Stochastic Processes and their Applications
publication date: 2004-11-26T00:00:00Z
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 2119502
zbMATH Keywords: Wiener process
zbMATH Keywords: extremal process
zbMATH Keywords: strong approximation
zbMATH Keywords: invariance principle
zbMATH Keywords: almost sure behavior of extremes
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2119502