ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF STRONGLY DEPENDENT GAUSSIAN SEQUENCES

被引：15

作者：

Lin, Fuming ^{[1
]}

机构：

[1] Sichuan Univ Sci & Engn, Dept Math, Zigong 643000, Sichuan, Peoples R China

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2009年 / 14卷

关键词：

Almost sure central limit theorem; Strongly dependent sequence; Logarithmic average;

D O I：

10.1214/ECP.v14-1461

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：

In this paper, we prove an almost sure limit theorem for the maxima of strongly dependent Gaussian sequences under some mild conditions. The result is an expansion of the weakly dependent result of E. Csaki and K. Gonchigdanzan.

引用

页码：224 / 231

页数：8

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