Details

Autor(en) / Beteiligte

• Rothmann, Mark D.
• Russo, Ralph P.

Titel

A series criterion for moving maxima

Ist Teil von

• Stochastic processes and their applications, 1993-06, Vol.46 (2), p.241-247

Ort / Verlag

Amsterdam: Elsevier B.V

Erscheinungsjahr

1993

Link zum Volltext

Quelle

Elsevier Journal Backfiles on ScienceDirect (DFG Nationallizenzen)

Beschreibungen/Notizen

• Suppose U 1, U 2,… are independent random variables, uniformly distributed on the unit interval, and μ n is a sequence of real numbers with 0 ⩽ μ n ⩽ 1. Let M n = max{ U i : n− a n < i⩽ n}, where a n is an integer sequence satisfying 1 ⩽ a n ⩽ n. We give a series criterion for determining when P{ M n < μ n i. o.} = 0 1. We also find the set of limit points of the sequence M n .