On maxima of partial samples in Gaussian sequences with pseudo-stationary trends

被引：0
|
作者：
A. V. Kudrov
V. I. Piterbarg
机构：
[1] The Higher School of Economics,
[2] Moscow Lomonosov State University,undefined
[3] Leninskie Gory,undefined
来源：
Lithuanian Mathematical Journal | 2007年 / 47卷
关键词：
Gaussian process; maximum; missed observationspseudo-stationary trend; partial sample;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We consider a Gaussian stationary sequence added by a pseudo-stationary trend and prove a limit theorem for joint distribution of its maximum and maximum of its subsequence.
引用
收藏
页码：48 / 56
页数：8
相关论文
共 50 条
  • [21] Mach configuration in pseudo-stationary compressible flow
    Chen, Shuxing
    JOURNAL OF THE AMERICAN MATHEMATICAL SOCIETY, 2008, 21 (01) : 63 - 100
  • [22] MAXIMA OF GAUSSIAN SEQUENCES
    DEO, CM
    ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (06): : 2176 - &
  • [23] The Limit Properties of Maxima of Stationary Gaussian Sequences Subject to Random Replacing
    Li, Yuwei
    Tan, Zhongquan
    MATHEMATICS, 2023, 11 (14)
  • [24] AN ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF MULTIVARIATE STATIONARY GAUSSIAN SEQUENCES
    Chen, Zhicheng
    Peng, Zuoxiang
    Zhang, Hongyun
    JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY, 2009, 86 (03) : 315 - 321
  • [25] LIMIT RESULTS FOR MAXIMA IN NON-STATIONARY MULTIVARIATE GAUSSIAN SEQUENCES
    HUSLER, J
    SCHUPBACH, M
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1988, 28 (01) : 91 - 99
  • [26] REFLECTION OF SHOCK WAVES AS A PSEUDO-STATIONARY PHENOMENON
    TAUB, AH
    FLETCHER, CH
    PHYSICAL REVIEW, 1952, 87 (05): : 912 - 913
  • [27] ALMOST SURE CENTRAL LIMIT THEOREMS OF THE PARTIAL SUMS AND MAXIMA FROM COMPLETE AND INCOMPLETE SAMPLES OF STATIONARY SEQUENCES
    Peng, Zuoxiang
    Tong, Bin
    Nadarajah, Saralees
    STOCHASTICS AND DYNAMICS, 2012, 12 (03)
  • [28] DENDRIMERS AS PSEUDO-STATIONARY PHASES IN ELECTROKINETIC CHROMATOGRAPHY
    MUIJSELAAR, PGHM
    CLAESSENS, HA
    CRAMERS, CA
    JANSEN, JFGA
    MEIJER, EW
    DEBRABANDERVANDENBERG, EMM
    VANDERWAL, S
    HRC-JOURNAL OF HIGH RESOLUTION CHROMATOGRAPHY, 1995, 18 (02): : 121 - 123
  • [29] MAXIMA OF STATIONARY GAUSSIAN PROCESSES
    PICKANDS, J
    ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (05): : 1604 - &
  • [30] MAXIMA OF STATIONARY GAUSSIAN PROCESSES
    PICKANDS, J
    ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1967, 7 (03): : 190 - &
12345