Acta Scientiarum Naturalium Universitatis Pekinensis
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QI Yongcheng
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祁永成
Abstract: Let { Xj, j≥ 1} be a sequence of independant and identically distributed random variables. Let U(0,1) be a random variable distributed uniformly over (0,1) and ξ(x) be the fractional part of x. under certain conditions, ξ(max1≤j≤nXj) converges in distribution to U(0,1). This paper is devoted to estimation of the total variation supB∈B |P( ξ(max1≤j≤nXj)∈ B) - P(U(0,1)∈B)|。
Key words: variational distance, distribution (mod 1), extreme values
摘要: 考虑独立同分布随机变量列{Xj,j≥1}。设U(0,1)是具有(0,1)上均匀分布的随机变量,ξ(x)表示x的小数部分。适当的条件下,ξ(max1≤j≤n Xj)依分布收敛到U(0,1)。估计全变差距离sup B∈B| P (ξ(max1≤j≤nXj)∈B)-P(U(0,1)∈B) | 。
关键词: 全变差距离, 模1分布, 极值
CLC Number:
O211
QI Yongcheng. The Variational Distance for Asymptotic Distribution of Extreme Values (Modulo One)[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.
祁永成. 极值模1分布的全变差距离[J]. 北京大学学报(自然科学版).
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https://xbna.pku.edu.cn/EN/Y1997/V33/I1/32