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