Copyright © 2010 Qing-pei Zang et al. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
Let {Xn;n≥1} be a sequence of independent and identically distributed (i.i.d.) random variables and denote Sn=∑k=1nXk, Mn=max1≤k≤nXk. In this paper, we investigate the almost sure central limit theorem in the joint version for the maxima and sums. If for some numerical sequences (an>0), (bn) we have (Mn-bn)/an→𝒟G for a nondegenerate distribution G, and f(x,y) is a bounded Lipschitz 1 function, then limn→∞(1/Dn)∑k=1ndkf(Sk/k,(Mk-bk)/ak)=∬-∞∞f(x,y)Φ(dx)G(dy) almost surely, where Φ(x) stands for the standard normal distribution function, Dn=∑k=1ndk ,and dk=(exp((logk)α))/k, 0≤α<1/2.