| 强相依非平稳序列位置和高度的联合极限分布 |
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| 引用本文： | 蔺富明. 强相依非平稳序列位置和高度的联合极限分布[J]. 四川理工学院学报(自然科学版), 2008, 21(6) |
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| 作者姓名： | 蔺富明 |
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| 作者单位： | 四川理工学院数学系,四川,自贡,643000 |
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| 摘 要： | {ξ,i≥1}为标准化的正态序列,相关系数rij=Cov(ξi,ξj)。M(nk)是{ξ,i≥1}第k个最大值,L(nk)是其出现的位置,本文在条件:j-i→∞时rijlog(j-i)→γ∈(0,∞)下,得到了L(n2)和M(n2)的联合极限分布。
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| 关 键 词： | 强相依非平稳序列 第2个最大值 联合极限分布 |
Joint Asymptotic Distribution of It's Location and Height of Strongly Dependent Non-stationary Sequences |
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| LIN Fu-ming. Joint Asymptotic Distribution of It's Location and Height of Strongly Dependent Non-stationary Sequences[J]. Journal of Sichuan University of Science & Engineering(Natural Science Editton), 2008, 21(6) |
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| Authors: | LIN Fu-ming |
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| Affiliation: | LIN Fu-ming(Dept.of Mathematics,Sichuan University of Science & Engineering,Zigong 643000,China) |
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| Abstract: | Let {ξ,i≥1} be a standard normal sequences with rij=Cov(ξi,ξj).M(nk)is the kth maximum which appear at L(nk).The paper obtained the joint asymptotic distributions of L(n2)and M(n2)under the condition(rijlog(j-i)→γ∈(0,∞)(j-i→∞)). |
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| Keywords: | strong dependent non-stationary sequences 2th largest maximum joint asymptotic distribution |
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