The limiting behaviour of sums and maximums of iid random variables from the viewpoint of different observers
Słowa kluczowe:
Central limit theorem, extreme value theory, observed and unobserved random variablesAbstrakt
The limiting behaviour of observed and all random variables in the max limit schema was considered by Mladenovi´c and Piterbarg 2006 and Krajka 2011. Here those results are generalised in two directions:
• we allow more than one observer and one superobserver;
• we consider the max limit schema as well as the sum limit schema.
