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Limit theorems for arrays of ratios of order statistics. (English) Zbl 1084.62015

Let \(\{{X_{nk},1\leq{k}\leq m_{n},n\geq1}\}\) be independent random variables with the Pareto distribution. Let \({X_{n(k)}}\) be the \(k^{th}\) largest order statistic from the \(n^{th}\) row of the array. Let, for \(j<i, R_{nij}=X_{n(j)}/X_{n(i)}\). The main aim of this paper is to present limit theorems involving weighted sums from the sequence \(\{R_{nij},\;n\geq1\}\). Thus, one can say that the author presents ”unusual” strong and weak laws of large numbers.

MSC:

62E20 Asymptotic distribution theory in statistics
60F15 Strong limit theorems
62G30 Order statistics; empirical distribution functions
60F05 Central limit and other weak theorems
60G50 Sums of independent random variables; random walks