LIMIT-THEOREMS FOR STRONGLY MIXING STATIONARY RANDOM MEASURES

被引：10

作者：

LEADBETTER, MR ^{[1
]}

HSING, T ^{[1
]}

机构：

[1] TEXAS A&M UNIV SYST,DEPT STAT,COLLEGE STN,TX 77843

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1990年 / 36卷 / 02期

关键词：

D O I：

10.1016/0304-4149(90)90093-8

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：

Characterization theorems are obtained for the possible limits in distribution of a family of stationary random measures {zeta-T} satisfying a strong mixing condition, with necessary and sufficient conditions for convergence. The application of these results to `exceedance random measures' is shown to provide a unifying viewpoint for obtaining results in extremal theory for stationary processes.

引用

页码：231 / 243

页数：13

共 50 条

[1] LIMIT-THEOREMS FOR STATIONARY RANDOM EVOLUTIONS
WATKINS, JC
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1985, 19 (02) : 189 - 224
[2] QUANTUM CENTRAL LIMIT-THEOREMS FOR STRONGLY MIXING RANDOM-VARIABLES
ACCARDI, L
BACH, A
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1985, 68 (03): : 393 - 402
[3] LIMIT-THEOREMS FOR PROCESSES WITH MIXING
ANISIMOV, VV
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1979, 24 (02) : 444 - 446
[4] MIXING AND STABILITY OF LIMIT-THEOREMS
ALDOUS, DJ
EAGLESON, GK
ANNALS OF PROBABILITY, 1978, 6 (02): : 325 - 331
[5] LIMIT-THEOREMS FOR RANDOM PARTITIONS
MOLCHANOV, SA
REZNIKOVA, AY
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1983, 27 (02) : 310 - 323
[6] RANDOM SET LIMIT-THEOREMS
CRESSIE, N
ADVANCES IN APPLIED PROBABILITY, 1979, 11 (02) : 281 - 282
[7] LIMIT-THEOREMS FOR RANDOM TREES
TAKACS, L
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1992, 89 (11) : 5011 - 5014
[8] ON SOME LIMIT-THEOREMS FOR RANDOM-VARIABLES WITH UNIFORMLY STRONG MIXING
UTEV, SA
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1983, 27 (01) : 212 - 212
[9] LIMIT-THEOREMS FOR RANDOM DIFFERENCE-EQUATIONS DRIVEN BY MIXING PROCESSES
FUJIWARA, T
JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY, 1992, 32 (04): : 763 - 795
[10] CENTRAL LIMIT-THEOREMS FOR EMPIRICAL MEASURES
DUDLEY, RM
ANNALS OF PROBABILITY, 1978, 6 (06): : 899 - 929

← 1 2 3 4 5 →