Almost Sure Limit Points of Maxima of Stationary Gaussian Sequences

نویسندگان

چکیده

برای دانلود رایگان 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 Limit Theorem for the Maxima of Strongly Dependent Gaussian Sequences

In this paper, we prove an almost sure limit theorem for the maxima of strongly dependent Gaussian sequences under some mild conditions. The result is an expansion of the weakly dependent result of E. Csáki and K. Gonchigdanzan.

متن کامل

Almost sure limit theorems for the maximum of stationary Gaussian sequences

We prove an almost sure limit theorem for the maxima of stationary Gaussian sequences with covariance rn under the condition rn log n (log log n)1+ε = O(1).

متن کامل

A Note on the Almost Sure Central Limit Theorem in the Joint Version for the Maxima and Partial Sums of Certain Stationary Gaussian Sequences*

Considering a sequence of standardized stationary Gaussian random variables, a universal result in the almost sure central limit theorem for maxima and partial sum is established. Our result generalizes and improves that on the almost sure central limit theory previously obtained by Marcin Dudzinski [1]. Our result reaches the optimal form.

متن کامل

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

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

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: The Annals of Probability

سال: 1980

ISSN: 0091-1798

DOI: 10.1214/aop/1176994788