The sum and the order statistics of independent random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 710-727
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Let $\{X_n\}$ be a sequence of sums of independent random variables: $$ X_n=X_{n1}+X_{n2}+\dots+X_{nk_n},\qquad n=1,2,\dots $$ We investigate the connections between the sequence of distribution functions $\{\mathbf P(X_n and the sequences of distribution functions $\displaystyle\{\mathbf P(\min_{1\le j\le k_n}X_{nj} and $\displaystyle\{\mathbf P(\max_{1\le j\le k_n}X_{nj}. The limit theorems in Lévy's metrics, the conditions for the convergence of moments and the global limit theorems are proved.