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Almost Sure Convergence of Extreme Order Statistics

Abstract

Let Mn(k)M_n^{(k)} denote the kkth largest maximum of a sample (X1,X2,...,Xn)(X_1,X_2,...,X_n) from parent XX with continuous distribution. Assume there exist normalizing constants an>0a_n>0, bnRb_n\in \mathbb{R} and a nondegenerate distribution GG such that an1(Mn(1)bn)wGa_n^{-1}(M_n^{(1)}-b_n)\stackrel{w}{\to}G. Then for fixed kNk\in \mathbb{N}, the almost sure convergence of \[\frac{1}{D_N}\sum_{n=k}^Nd_n\mathbb{I}\{M_n^{(1)}\le a_nx_1+b_n,M_n^{(2)}\le a_nx_2+b_n,...,M_n^{(k)}\le a_nx_k+b_n\}\] is derived if the positive weight sequence (dn)(d_n) with DN=n=1NdnD_N=\sum_{n=1}^Nd_n satisfies conditions provided by H\"{o}rmann.

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