2019
Том 71
№ 9

All Issues

Asymptotic properties of the norm of extremum values of normal random elements in the space C[0, 1]

Matsak I. K.

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Abstract

We prove that $$\mathop {\lim }\limits_{n \to \infty } \left( {\left\| {Z_n } \right\| - (2 ln (n))^{1/2} \left\| \sigma \right\|} \right) = 0 a.s.,$$ where X is a normal random element in the space C [0,1], MX = 0, σ = {(M¦X(t2)1/2 t∈[0,1}, (X n ) are independent copies of X, and \(Z_n = \mathop {\max }\limits_{l \leqslant k \leqslant n} X_k \) . Under additional restrictions on the random element X, this equality can be strengthened.

English version (Springer): Ukrainian Mathematical Journal 50 (1998), no. 9, pp 1405-1415.

Citation Example: Matsak I. K. Asymptotic properties of the norm of extremum values of normal random elements in the space C[0, 1] // Ukr. Mat. Zh. - 1998. - 50, № 9. - pp. 1227–1235.

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