Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes

被引：20

作者：

Tan, Zhongquan ^{[1
]}

Hashorva, Enkelejd ^{[2
]}

机构：

[1] Jiaxing Univ, Coll Math Phys & Informat Engn, Jiaxing 314001, Peoples R China

[2] Univ Lausanne, Dept Actuarial Sci, Fac Business & Econ, UNIL Dorigny, CH-1015 Lausanne, Switzerland

来源：

EXTREMES | 2013年 / 16卷 / 02期

基金：

瑞士国家科学基金会;

关键词：

Gaussian process; Cyclo-stationary process; chi-process; Gumbel limit law; Limit theorem; Seleznjev pth-mean convergence theorem; Piterbarg inequality; CROSSINGS; EXCURSIONS; SOJOURNS; VALUES;

D O I：

10.1007/s10687-013-0170-9

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, with motivation from the paper of Konstant et al. (Lith Math J 44:196-208, 2004) we derive limit theorems for the maximum of strongly dependent cyclo-stationary -processes. Further, under a global Holder condition we show that Seleznjev pth-mean convergence theorem holds.

引用

页码：241 / 254

页数：14

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