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Asymptotic Properties of Extrema of Moving Sums of...
Journal article

Asymptotic Properties of Extrema of Moving Sums of Independent Non-identically Distributed Variables

Abstract

In this work, we discuss the asymptotic behavior of minima and maxima of moving sums of independent and non-identically distributed random variables. We first establish some theoretical results associated with the asymptotic behavior of minima and maxima. Then, we apply these results to exponential and normal models. We also derive strong limit results for the minima and maxima of moving sums taken from these two models.

Authors

Balakrishnan N; Stepanov A

Journal

Mathematical Methods of Statistics, Vol. 33, No. 2, pp. 198–210

Publisher

Allerton Press

Publication Date

June 1, 2024

DOI

10.3103/s1066530724700091

ISSN

1066-5307

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