Almost sure central limit theorem for exceedance point processes of stationary sequences

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Almost Sure Central Limit Theorem for Strictly Stationary Processes

On any aperiodic measure preserving system, there exists a square integrable function such that the associated stationary process satifies the Almost Sure Central Limit Theorem. Introduction The Almost Sure Central Limit Theorem (ASCLT), first formulated by Lévy in [9], has been studied by various authors at the end of the eighties ([6], [3], [10], [8]). This theorem gives conditions under whic...

متن کامل

Central Limit Theorem and Almost Sure Central Limit Theorem for the Product of Some Partial Sums

Let (Xn)n≥1 be a sequence of independent identically distributed (i.i.d.) positive random variables (r.v.). Recently there have been several studies to the products of partial sums. It is well known that the products of i.i.d. positive, square integrable random variables are asymptotically log-normal. This fact is an immediate consequence of the classical central limit theorem (CLT). This point...

متن کامل

An Almost Sure Central Limit Theorem for the Hopfield Model#

We prove a central limit theorem for the nite dimensional marginals of the Gibbs distribution of the macroscopicòverlap'-parameters in the Hoppeld model in the case where the number of random`patterns', M, as a function of the system size N satisses lim N"1 M(N)=N = 0, without any assumptions on the speed of convergence. The covariance matrix of the limiting gaussian distributions is diagonal a...

متن کامل

Almost Sure Central Limit Theorem for a Nonstationary Gaussian Sequence

Let {Xn; n ≥ 1} be a standardized non-stationary Gaussian sequence, and let denote Sn ∑n k 1 Xk , σn √ Var Sn . Under some additional condition, let the constants {uni; 1 ≤ i ≤ n, n ≥ 1} satisfy ∑n i 1 1−Φ uni → τ as n → ∞ for some τ ≥ 0 and min1≤i≤n uni ≥ c logn , for some c > 0, then, we have limn→∞ 1/ logn ∑n k 1 1/k I{∩i 1 Xi ≤ uki , Sk/σk ≤ x} e−τΦ x almost surely for any x ∈ R, where I A ...

متن کامل

Central Limit Theorem for Stationary Linear Processes

We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. In doing so we shall preserve the generality of the coefficients, including the long range dependence case, and we shall express the variance of partial sums in a form easy to apply. Ergodicity is not required.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Brazilian Journal of Probability and Statistics

سال: 2015

ISSN: 0103-0752

DOI: 10.1214/14-bjps242