GAPS BETWEEN LOCAL MAXIMA IN SEQUENCES OF RANDOM VARIABLES

被引：1
|
作者：
Zubkov, A. M. [1 ]
Kharitonova, N. A. [2 ]
Khil, E. V. [2 ]
机构：
[1] RAS, VA Steklov Math Inst, Moscow 119991, Russia
[2] Moscow MV Lomonosov State Univ, Fac Mech & Math, Moscow 119991, Russia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2012年 / 56卷 / 04期
基金：
俄罗斯基础研究基金会;
关键词：
random sequences; local maxima; combinatorial methods in probability theory; PERMUTATIONS;
D O I：
10.1137/S0040585X97985649
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Explicit formulas for the distributions of gaps between successive local maxima in stationary sequences of random variables (independent or dependent ones) are given. Multidimensional asymptotic normality of frequencies of gaps of different lengths is proved. The dependence of distribution of gaps on the structure of random sequence is shown.
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页码：590 / 601
页数：12
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