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.
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页码：231 / 243
页数：13
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