Strong Laws for Quantiles Corresponding to Moving Blocks of Random Variables
Russo, Ralph P.
Ann. Probab., Tome 16 (1988) no. 4, p. 162-171 / Harvested from Project Euclid
Let $U_1, U_2,\ldots$ be a sequence of independent uniform (0, 1) random variables, and for $1 \leq k \leq n$ let $\xi_p(n, k)$ denote the $p$th quantile, $0 < p < 1$, corresponding to the block $U_{n -k + 1},\ldots,U_n$. In this paper we investigate the a.s. limiting behavior of $\xi_p(n, a_n)$ when $a_n$ is an integer sequence, $1 \leq a_n \leq n$, and $\lim_{n \rightarrow \infty}a_n/\log n = \beta \in \lbrack 0, \infty\rbrack$. In addition, we investigate the a.s. limiting behavior of $\max_{a_n \leq k \leq n}\xi_p(n, k)$ and other maxima involving the $\xi_p(n, k)$'s.
Publié le : 1988-01-14
Classification:  Laws of large numbers,  quantiles,  Erdos-Renyi laws,  60F15,  62G30
@article{1176991891,
     author = {Russo, Ralph P.},
     title = {Strong Laws for Quantiles Corresponding to Moving Blocks of Random Variables},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 162-171},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991891}
}
Russo, Ralph P. Strong Laws for Quantiles Corresponding to Moving Blocks of Random Variables. Ann. Probab., Tome 16 (1988) no. 4, pp.  162-171. http://gdmltest.u-ga.fr/item/1176991891/