Sankhya: The Indian Journal of Statistics

1999, Volume 61, Series A, Pt. 2, 166-173

LAW OF THE ITERATED LOGARITHM FOR MOVING MAXIMA

By

R. VASUDEVA, University of Mysore, Mysore

SUMMARY. Let (Un) be a sequence of independent random variables uniformly distributed over (0,1) and let (an) be a sequence of integers, 0 <= an ,= n. Define Bn = max { Un-an+1}, Un-an+2,...... ,Un, n >= 1. In this paper we obtain the iterated logarithm results for Bn.

AMS (1991) subject classification. 60F15.

Key words and phrases. Moving maxima, law of the iterated logarithm.

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