Limit laws for the maxima of stationary chi-processes under random index

被引：4

作者：

Tan, Zhongquan ^{[1
]}

Wu, Changchun ^{[1
]}

机构：

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

来源：

TEST | 2014年 / 23卷 / 04期

基金：

美国国家科学基金会;

关键词：

Limit theorem; Weak convergence; Maximum; Random index; Stationary Gaussian process; chi-process; EXTREME ORDER-STATISTICS; POWER NORMALIZATION; RANDOM NUMBER; CROSSINGS; DISTRIBUTIONS; ASYMPTOTICS; EXCURSIONS; VARIABLES; THEOREMS;

D O I：

10.1007/s11749-014-0366-6

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：

Let be a stationary -process with degrees of freedom. In this paper, we consider the maxima with random index , where converges to a non-degenerate distribution or to a positive random variable in probability, and show that the limit distribution of exists under some additional conditions.

引用

页码：769 / 786

页数：18

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