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On the influence of the extremal term in a (simple) \(U\)-statistic. (English. Ukrainian original) Zbl 0861.60055

Theory Probab. Math. Stat. 50, 103-106 (1995); translation from Teor. Jmovirn. Mat. Stat. 50, 101-104 (1994).
Summary: It is well-known that the maximal term has an essential contribution to the partial sum of \(n\) indepenent and identically distributed random variables in the domain of attraction of a stable law. We give the contribution of the maximal term in a simple \(U\)-statistic.

MSC:

60G50 Sums of independent random variables; random walks
60G70 Extreme value theory; extremal stochastic processes
60F05 Central limit and other weak theorems
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