Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima

Our goal is to state and prove the almost sure central limit theorem for maxima ( M n ) of X 1 , X 2 , ..., X n , n ∈ ℕ, where ( X i ) forms a stochastic process of identically distributed r.v.’s of the continuous type, such that, for any fixed n , the family of r.v.’s ( X 1 , ..., X n ) has the Archimedean copula C Ψ .

Abstract licence: CC BY-NC-ND

17 more references, whose wording the paper’s licence keeps private.

A person counts once a day per paper. We keep no cookie and no address: a reader is a hash that changes every day. Any month under five reads shows no number.