Ergodic behaviour of extreme values

Cheng, Shihong; Peng, L; Qi, Yongchun

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Ergodic behaviour of extreme values

Date

2000

Authors

Cheng, Shihong

Peng, L

Qi, Yongchun

Publisher

Australian Mathematics Publishing Association

Abstract

Let {Xn, n ≥ 1} be independent identically distributed random variables with a common non-degenerate distribution function F. For each n ≥ 1, denote Mn = max{X1, . . . , Xn}. Under certain conditions on F, there exist constants an > 0 and bn ∈ ℝ s

Keywords

Keywords: Almost sure convergence; Ergodic behaviour; Extreme values; Logarithmic means

URI

http://hdl.handle.net/1885/91260

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ANU Research Publications

Source

Journal of the Australian Mathematical Society

Type

Journal article

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Ergodic behaviour of extreme values

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