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JOURNALS // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika // Archive

Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 1983 Number 3, Pages 11–20 (Mi vmumm3486)

Mathematics

The property of extendability of limit distributions for the maximum term of a sequence

B. V. Gnedenko, L. Senusi-Bereksi


Abstract: Let $\xi_1,\xi_2,\dots$ be a sequence of identically distributed independent random variables, and let
$$ \eta_n=\max(\xi,\xi_2,\dots,\xi_n). $$
The following theorem is proved: If for a certain choice of constants $b_n>0$ and $a_n$
$$ P\biggl\{\frac1{b_n}(\eta_n-a_n)<x\biggr\}\to\Phi(x),\quad n\to\infty, $$
where $\Phi(x)$ is one of the three possible limiting distributions, and if the convergence is fulfilled in an interval $(c,d)$ for which $\Phi(d)-\Phi(c)>0$, then the convergence holds for all values of $x$.
Библиогр. 5.

UDC: 519.21

Received: 09.11.1982



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