Geodesic
Maxima of independent sums in the presence of
Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 791-794 Cet article a éte moissonné depuis la source Math-Net.Ru

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Let $$Y_{mn}=\max_{1\le i\le m}\sum_{j=1}^n X_{ij},\qquad m,n\ge 1,$$ be a family of extremes, where $X_{ij}$, $i,j\ge 1$, are independent with common subexponential distribution $F$. The limit behavior of $Y_{mn}$ is investigated as $m,n\to\infty$. Various nondegenerate limit laws are obtained (Fréchet and Gumbel), depending on the relative rate of growth of $m,n$ and the tail behavior of $F$.
Mots-clés : maxima
Keywords: sums, regularly varying tails, subexponentiality, nondegenerate limit laws, linear scalingю. 
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A. V. Lebedev. Maxima of independent sums in the presence of. Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 791-794. http://geodesic.mathdoc.fr/item/TVP_2004_49_4_a10/

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