Extreme values and the law of the iterated logarithm

1987 ◽  
Vol 74 (3) ◽  
pp. 319-340 ◽  
Author(s):  
J. Kuelbs ◽  
M. Ledoux
2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Ivan K. Matsak

Abstract The asymptotic behavior of extreme values of queueing systems is studied. For a system M / M / m {{M/M/m}} , 1 ≤ m < ∞ {1\leq m<\infty} , the weak convergence of extreme values of an actual waiting time and a statement of the type of the law of the iterated logarithm are established.


1970 ◽  
Vol 41 (3) ◽  
pp. 945-955 ◽  
Author(s):  
R. P. Pakshirajan ◽  
M. Sreehari

Author(s):  
Klaudiusz Czudek ◽  
Tomasz Szarek ◽  
Hanna Wojewódka-Ściążko

2004 ◽  
pp. 111-126
Author(s):  
Stanislaw Kwapień ◽  
Rafał Latała ◽  
Krzysztof Oleszkiewicz ◽  
Joel Zinn

Author(s):  
R. A. Maller

AbstractThe main purpose of the paper is to give necessary and sufficient conditions for the almost sure boundedness of (Sn – αn)/B(n), where Sn = X1 + X2 + … + XmXi being independent and identically distributed random variables, and αnand B(n) being centering and norming constants. The conditions take the form of the convergence or divergence of a series of a geometric subsequence of the sequence P(Sn − αn > a B(n)), where a is a constant. The theorem is distinguished from previous similar results by the comparative weakness of the subsidiary conditions and the simplicity of the calculations. As an application, a law of the iterated logarithm general enough to include a result of Feller is derived.


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