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Limit theorems for sums and maxima of pairwise negative quadrant dependent random variables. (English) Zbl 0841.60020
Let \(X_n\) be a sequence of pairwise negative quadrant dependent random variables with the same distribution. Set \(S_n = \sum^n_1 X_i\). Then for \(p > 1\) there exists a sequence \(b_n\) such that \((S_n - b_n)/n^p \to 0\) a.s. if and only if \(E|X_i|^p < \infty\).

MSC:
60F15 Strong limit theorems
60G70 Extreme value theory; extremal stochastic processes
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