The limiting behaviour of sums and maximums of iid random variables from the viewpoint of different observers

  1. Tomasz K. Krajka
  2. Zdzisław Rychlik

Abstract

The limiting behaviour of observed and all random variables in the max limit schema was considered by Mladenovi´c and Piterbarg (2006) and Krajka (2011). Here those results are generalised in two directions:
• we allow more than one observer and one superobserver;
• we consider the max limit schema as well as the sum limit schema.

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Probability and Mathematical Statistics

34, z. 2, 2014

Pages from 237 to 252

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