dc.contributor.author |
Gasull, Armengol |
dc.contributor.author |
Jolis Giménez, Maria |
dc.contributor.author |
Utzet, Frederic |
dc.date |
2015 |
dc.identifier |
https://ddd.uab.cat/record/145349 |
dc.identifier |
urn:10.1016/j.jmaa.2014.08.025 |
dc.identifier |
urn:oai:ddd.uab.cat:145349 |
dc.identifier |
urn:gsduab:3626 |
dc.identifier |
urn:scopus_id:85028104382 |
dc.identifier |
urn:wos_id:000349938500020 |
dc.identifier |
urn:oai:egreta.uab.cat:publications/ce279672-d476-478b-9029-847a12dd1807 |
dc.identifier |
urn:articleid:10960813v422p376 |
dc.format |
application/pdf |
dc.language |
eng |
dc.publisher |
|
dc.relation |
Ministerio de Economía y Competitividad MTM2012-33937 |
dc.relation |
Ministerio de Economía y Competitividad MTM2009-08869 |
dc.relation |
Ministerio de Economía y Competitividad MTM2008-03437 |
dc.relation |
Agència de Gestió d'Ajuts Universitaris i de Recerca 2009/SGR-410 |
dc.relation |
Journal of mathematical analysis and applications ; Vol. 422 (2015), p. 376-396 |
dc.rights |
open access |
dc.rights |
Tots els drets reservats. |
dc.rights |
https://rightsstatements.org/vocab/InC/1.0/ |
dc.subject |
Gaussian law |
dc.subject |
Extreme value theory |
dc.subject |
Lambert W function |
dc.title |
On the norming constants for normal maxima |
dc.type |
Article |
dc.description.abstract |
In a remarkable paper, Peter Hall [On the rate of convergence of normal extremes, J. App. Prob, 16 (1979) 433-439] proved that the supremum norm distance between the distribution function of the normalized maximum of n independent standard normal random variables and the distribution function of the Gumbel law is bounded by 3/ log n. In the present paper we prove that choosing a different set of norming constants that bound can be reduced to 1/ log n. As a consequence, using the asymptotic expansion of a Lambert W type function, we propose new explicit constants for the maxima of normal random variables. |