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A Conditioned Limit Law Result for Jumps in the Sequence of Partial Maxima of a Stationary Gaussian Sequence

机译：一类平稳高斯序列部分最大值序列跳跃的条件极限定律

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摘要

Conditional of a jump occurring, the limiting distribution for the size of the jump in the partial maxima sequence for a class of stationary Gaussian sequences is derived. It is shown that the limiting distribution is exponential with mean square root of (1-gamma) where gamma equals the atom at zero of the spectral distribution function associated with the correlation function of the sequence. A generalization of this result to include the entire jump sequence subsequent to the jump conditioned to occur is also presented.

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作者
McCormick, W. P.;
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年度 1982
页码 p.1-16
总页数 16
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Sequences(Mathematics); Stationary; Gaussian quadrature; Distribution functions; Correlation techniques; Random variables; Limitations; Stochastic processes;

机译：序列（数学）;平稳;高斯积分;分布函数;相关技术;随机变量;局限性;随机过程;

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2. Limit Laws for Maxima of Contracted Stationary Gaussian Sequences [J] . Hashorva Enkelejd, Weng Zhichao Communications in Statistics . 2015,第19a21期

机译：压缩平稳高斯序列最大值的极限定律
3. On maxima of partial samples in Gaussian sequences with pseudo-stationary trends [J] . A. V. Kudrov, V. I. Piterbarg Lithuanian mathematical journal . 2007,第1期

机译：具有伪平稳趋势的高斯序列中部分样本的最大值
4. Partial summations of stationary sequences of non-Gaussian random variables [C] . Gunnar Mohr, Ove Ditlevsen International Conference Computational Stochastic Mechanics . 1995

机译：非高斯随机变量静止序列的部分总和
5. On optimality conditions, minimizing and stationary sequences for nonsmooth functions. [D] . Li, Wilson Xinbao. 1997

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6. Almost sure central limit theorem for self-normalized products of the some partial sums of ... formula ...-mixing sequences [O] . Xili Tan, Wei Liu -1

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7. 1 Limit Laws for Maxima of Contracted Stationary Gaussian Sequences [O] . Enkelejd Hashorva, Zhichao Weng 2016

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8. A Conditioned Limit Law Result for Jumps in the Sequence of Partial Maxima of a Stationary Gaussian Sequence. [R] . McCormick, W. P. 1982

机译：一类平稳高斯序列部分最大值序列跳跃的条件极限定律。

A Conditioned Limit Law Result for Jumps in the Sequence of Partial Maxima of a Stationary Gaussian Sequence

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