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
收藏
页码：707 / 720
页数：14
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