LAWS OF LARGE NUMBERS FOR QUADRATIC-FORMS, MAXIMA OF PRODUCTS AND TRUNCATED SUMS OF IID RANDOM-VARIABLES

Citation
J. Cuzick et al., LAWS OF LARGE NUMBERS FOR QUADRATIC-FORMS, MAXIMA OF PRODUCTS AND TRUNCATED SUMS OF IID RANDOM-VARIABLES, Annals of probability, 23(1), 1995, pp. 292-333
Citations number
18
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
23
Issue
1
Year of publication
1995
Pages
292 - 333
Database
ISI
SICI code
0091-1798(1995)23:1<292:LOLNFQ>2.0.ZU;2-9
Abstract
Let X, X(i) be i.i.d. real random variables with EX(2) = infinity. Nec essary and sufficient conditions in terms of the law of X are given fo r (1/gamma(n)) max(1 less than or equal to i<j less than or equal to n ) \X(i)X(j)\ --> 0 a.s. in general and for (1/gamma(n)) Sigma(1 less t han or equal to i not equal j less than or equal to n) X(i)X(j) --> 0 a.s. when the variables X(i) are symmetric or regular and the normaliz ing sequence {gamma(n)} is (mildly) regular. The rates of a.s. converg ence of sums and maxima of products turn out to be different in genera l but to coincide under mild regularity conditions on both the law of X and the sequence {gamma(n)}. Strong laws are also established for X( 1:n)X(k:n), where X(j:n) is the jth largest in absolute value among X( 1),..., X(n), and it is found that, under some regularity, the rate is the same for all k greater than or equal to 3. Sharp asymptotic bound s for b(n)(-1) Sigma(i=1)(n) X(i)I(\Xi\<bn), for b(n) relatively small , are also obtained.