The Minimal Growth Rate of Partial Maxima
Klass, Michael J.
Ann. Probab., Tome 12 (1984) no. 4, p. 380-389 / Harvested from Project Euclid
Let $X_1, X_2, \cdots$ be i.i.d. random variables and let $M_n = \max_{i \leq j \leq n} X_j$. For each real sequence $\{b_n\}$, a sequence $\{b^\ast_n\}$ and a sub-sequence of integers $\{n_k\}$ is explicitly constructed such that $P(M_n \leq b_n \text{i.o.}) = 1 \operatorname{iff} \sum_k P(M_{n_k} \leq b^\ast_{n_k}) = \infty$. This result gives a complete characterization of the upper and lower-class sequences (as introduced by Paul Levy) for the a.s. minimal growth rate of $\{M_n\}$.
Publié le : 1984-05-14
Classification:  Partial maxima,  minimal growth rate,  upper and lower class sequences,  strong limit theorems,  60F15,  60F20,  60F10,  60G99
@article{1176993296,
     author = {Klass, Michael J.},
     title = {The Minimal Growth Rate of Partial Maxima},
     journal = {Ann. Probab.},
     volume = {12},
     number = {4},
     year = {1984},
     pages = { 380-389},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993296}
}
Klass, Michael J. The Minimal Growth Rate of Partial Maxima. Ann. Probab., Tome 12 (1984) no. 4, pp.  380-389. http://gdmltest.u-ga.fr/item/1176993296/