In this paper we consider sequences of i.i.d. random variables and, under suitable condi- tions on the (common) distribution function, we prove large deviation principles for sequences of maxima, minima and pairs formed by maxima and minima. The i.i.d. random variables can be either unbounded or bounded; in the ¯rst case maxima and minima have to be suitably normalized.
Large deviation principles for sequences of maxima and minima.
GIULIANO, RITA;
2012-01-01
Abstract
In this paper we consider sequences of i.i.d. random variables and, under suitable condi- tions on the (common) distribution function, we prove large deviation principles for sequences of maxima, minima and pairs formed by maxima and minima. The i.i.d. random variables can be either unbounded or bounded; in the ¯rst case maxima and minima have to be suitably normalized.File in questo prodotto:
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