Asymptotic distribution for the sum and maximum of Gaussian processes

被引：35

作者：

McCormick, WP ^{[1
]}

Qi, Y ^{[1
]}

机构：

[1] Univ Georgia, Dept Stat, Athens, GA 30602 USA

来源：

JOURNAL OF APPLIED PROBABILITY | 2000年 / 37卷 / 04期

关键词：

Gaussian process; maximum; sum; weakly dependent; strongly dependent;

D O I：

10.1017/S0021900200018155

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：

Previous work on the joint asymptotic distribution of the sum and maxima of Gaussian processes is extended here. In particular, it is shown that for a stationary sequence of standard normal random variables with correlation function r, the condition r (n) 1n n = o(1) as n --> infinity suffices to establish the asymptotic independence of the sum and maximum.

引用

页码：958 / 971

页数：14

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