ASYMPTOTIC BEHAVIOR OF THE RECORD VALUES IN A STATIONARY GAUSSIAN SEQUENCE, WITH APPLICATIONS

被引：5

作者：

Barakat, Haroon M. ^{[1
]}

Abd Elgawad, M. A. ^{[2
,3
]}

机构：

[1] Zagazig Univ, Dept Math, Fac Sci, Zagazig 44519, Egypt

[2] Wuhan Univ Technol, Sch Comp Sci & Technol, Wuhan 430070, Hubei, Peoples R China

[3] Benha Univ, Dept Math, Fac Sci, Banha 13518, Egypt

来源：

MATHEMATICA SLOVACA | 2019年 / 69卷 / 03期

关键词：

weak convergence; record values; joint record values; record functions; LIMIT DISTRIBUTIONS; ORDER-STATISTICS;

D O I：

10.1515/ms-2017-0259

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we study the limit distributions of upper and lower record values of a stationary Gaussian sequence under an equi-correlated set up. Moreover, the class of limit distribution functions (df's) of the joint upper (and the lower) record values of a stationary Gaussian sequence is fully characterized. As an application of this result, the sufficient conditions for the weak convergence of the record quasi-range, record quasi-mid-range, record extremal quasi-quotient and record extremal quasi-product are obtained. Moreover, the classes of the non-degenerate limit df's of these statistics are derived.

引用

页码：707 / 720

页数：14

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