For a sequence of independent and identically distributed positive random variables, the almost sure convergence of sums of maxima (when suitably normalized) to appropriate constants is proved for both bounded and unbounded random variables. A similar result is also proved for sums of minima of such variables.
|Original language||English (US)|
|Number of pages||6|
|Journal||Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete|
|State||Published - Mar 1 1975|
All Science Journal Classification (ASJC) codes
- Statistics and Probability