Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1708742 | Applied Mathematics Letters | 2011 | 5 Pages |
Abstract
Let (Xn) be a stationary Gaussian sequence with mean 0 and variance 1. Let rn=E(X1Xn+1) and Mn=max{Xk,1â¤kâ¤n}. Suppose that some of the random variables of (Xn) can be observed and let MËn denote the partial maximum of the observed variables. In this note, we study the limiting distribution of random vector (MËn,Mn) for the strongly dependent case where rn is convex with rn=o(1) and (rnlogn)â1 is monotone with (rnlogn)â1=o(1).
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Lunfeng Cao, Zuoxiang Peng,