Quantifying closeness of distributions of sums and maxima when tails are fat
Let X1, X2,..., Xn be n independent, identically distributed, non negative random variables and put and Mn = [logical and operator]ni=1 Xi. Let [varrho](X, Y) denote the uniform distanc distributions of random variables X and Y; i.e. . We consider [varrho](Sn, Mn) when P(X1>x) is slowly varying and we provide bounds for the asymptotic behaviour of this quantity as n-->[infinity], thereby establishing a uniform rate of convergence result in Darling's law for distributions with slowly varying tails.
Year of publication: |
1989
|
---|---|
Authors: | Willekens, E. ; Resnick, S. I. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 33.1989, 2, p. 201-216
|
Publisher: |
Elsevier |
Keywords: | slow variation partial sums partial maxima |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Abelian and Tauberian theorems for the Laplace transform of functions in several variables
Omey, E., (1989)
-
The generalized logarithmic series distribution
Hansen, B. G., (1990)
-
On the maximal distance between two renewal epochs
Révész, P., (1987)
- More ...