Our goal is to state and prove the almost sure central limit theorem for maxima (Mn) of X1, X2, ..., Xn, n ∈ ℕ, where (Xi) forms a stochastic process of identically distributed r.v.’s of the continuous type, such that, for any fixed n, the family of r.v.’s (X1, ...,Xn) has the Archimedean copula CΨ.
@article{bwmeta1.element.doi-10_1515_math-2017-0085,
author = {Marcin Dudzi\'nski and Konrad Furma\'nczyk},
title = {Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima},
journal = {Open Mathematics},
volume = {15},
year = {2017},
pages = {1024-1034},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_1515_math-2017-0085}
}
Marcin Dudziński; Konrad Furmańczyk. Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima. Open Mathematics, Tome 15 (2017) pp. 1024-1034. http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_1515_math-2017-0085/