RELATIVE EXTREMAL INDEX OF 2 STATIONARY-PROCESSES

被引：10
|
作者：
JAKUBOWSKI, A
机构：
[1] Instytut Matematyki, Uniwersytet Mikołaja Kopernika
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1991年 / 37卷 / 02期
关键词：
EXTREME VALUES; EXTREME INDEX; PHANTOM DISTRIBUTION FUNCTION; DISTRIBUTIONAL MIXING;
D O I：
10.1016/0304-4149(91)90048-H
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：
The relative extremal index of a stationary sequence {X(n)} with respect to a stationary sequence {X'(n)} is defined as a number 0 < theta < infinity such that for every sequence u(n), [GRAPHICS] This concept generalizes both the notion of the extremal index and a phantom distribution function. Criteria of existence are given. The main tools are asymptotic multiplicative representations for P(max1 less-than-or-equal-to j less-than-or-equal-to n X(j) less-than-or-equal-to u(n)).
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页码：281 / 297
页数：17
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