Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences

被引:7
|
作者
Peng, Zuoxiang [2 ]
Weng, Zhichao [2 ]
Nadarajah, Saralees [1 ]
机构
[1] Univ Manchester, Sch Math, Manchester, Lancs, England
[2] Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China
关键词
Almost sure limit theorem; Extremes; Incomplete sample; Stationary Gaussian sequence;
D O I
10.1007/s10687-009-0095-5
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let (X*(n)) be an independent identically distributed random sequence. Let M*(n) and m*(n) denote, respectively, the maximum and minimum of {X*(1), ... , X*(n)}. Suppose that some of the random variables X*(1), X*(2), ... can be observed and let (M) over tilde*(n) and (m) over tilde*(n) denote, respectively, the maximum and minimum of the observed random variables from the set {X*(1), ... , X*(n)}. In this paper, we consider the asymptotic joint limiting distribution and the almost sure limit theorems related to the random vector ((M) over tilde*(n), (m) over tilde*(n), M*(n), m*(n)). The results are extended to weakly dependent stationary Gaussian sequences.
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页码:463 / 480
页数:18
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