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

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