The almost sure central limit theorems for certain order statistics of some stationary Gaussian sequences

The almost sure central limit theorems for certain order statistics of some stationary Gaussian sequences Suppose that [X][1], [X][2], ... is some stationary zero mean Gaussian sequence with unit variance. Let {[k[n]]} be a certain nondecreasing sequence of positive integers, denote the [k[n]] large...

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Veröffentlicht in:Annales Universitatis Mariae Curie-Skłodowska. Sectio A. Mathematica 2009-01, Vol.63 (1), p.63
1. Verfasser: Dudzinski, Marcin
Format: Artikel
Sprache:eng
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Zusammenfassung:The almost sure central limit theorems for certain order statistics of some stationary Gaussian sequences Suppose that [X][1], [X][2], ... is some stationary zero mean Gaussian sequence with unit variance. Let {[k[n]]} be a certain nondecreasing sequence of positive integers, denote the [k[n]] largest maximum of [X][1], ... [X[n]]. We aim at proving the almost sure central limit theorems for the suitably normalized sequence under certain additional assumptions on {[k[n]]} and the covariance function
ISSN:0365-1029
2083-7402
DOI:10.2478/v10062-009-0007-9