Affiliation:
1. Faculty of Applied Informatics and Mathematics, Department of Applied Mathematics, Warsaw University of Life Sciences - SGGW, Nowoursynowska 159, 02-776 Warsaw, Poland
Abstract
Abstract
Our goal is to state and prove the almost sure central limit theorem for maxima (Mn) of X1, X2, ..., Xn, n ∈ ℕ, where (Xi) forms a stochastic process of identically distributed r.v.’s of the continuous type, such that, for any fixed n, the family of r.v.’s (X1, ...,Xn) has the Archimedean copula CΨ.
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