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非平稳弱相依高斯序列次最大值的位置和高度的联合分布 被引量：2

The Joint Asymptotic Distribution of Location and Height of the Second Maxima for Nonstationary,Weakly Dependent Normal Sequences
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摘要 在条件1/n sum from i=[cn] to [dn]exp(an*(mi-mn*)-1/2(mi-mn*)2)→d-c n→∞,0<c<d≤1 下,得到了非平稳弱相依高斯序列次最大值的位置和高度的联合渐近分布． Under the condition 1/n∑i=[cn]^[dn]exp（an^＊（mi-mn^＊）-1/2（mi-mn^＊）^2）→d-c n→∞,0〈c〈d≤1 the joint asymptotic distribution of the location and the height of the second maximum for a kind of nonstationary, weakly dependent Gaussian sequences has been given.
作者 陈群 彭作祥
机构地区 西南大学数学与财经学院
出处 《西南师范大学学报（自然科学版）》 CAS CSCD 北大核心 2005年第6期987-991,共5页 Journal of Southwest China Normal University(Natural Science Edition)
基金 国家自然科学基金资助项目(70371061) 重庆市自然科学基金资助项目(CSTC 2005BB8098)
关键词 非平稳 弱相依 高斯序列 位置 高度 nonstationary weakly dependent gaussian sequences location height
分类号 O211.3 [理学—概率论与数理统计]
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参考文献5

二级参考文献13

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共引文献6

同被引文献16

  • 1陈志成,彭作祥.平稳高斯向量序列最大值的几乎处处中心极限定理[J].西南大学学报（自然科学版）,2007,29(3):23-27. 被引量：4
  • 2庄光明,彭作祥.弱相依序列最大值的几乎处处中心极限定理[J].西南大学学报（自然科学版）,2007,29(1):1-4. 被引量：5
  • 3Berkes I, Csaki E. A Universal Result in Almost Sure Central Limit Theory [J].Stochastic Process Application, 2001, 94(1) : 105 - 134.
  • 4Cheng S, Peng L, Qi Y. Almost Sure Convergence in .Extreme Value Theory [J]. Math Nachr, 1998, 190: 43- 50.
  • 5Fahrner I, Stadtmuller U. On Almost Sure Max limit Theorems [J]. Statistic Probability Letters, 1998, 37(3): 229--236.
  • 6Csaki E, Gonchigdanzan K. Almost Sure Limit Theorems for the Maximum of Stationary Gaussian Sequences [J]. Statistic Probability Letters, 2002, 58(2): 195- 203.
  • 7Leadbetter M R, Lindgren G, Rootzen H. Extremes and Related Properties of Random Sequences and Processes [M]. New York: Springer, 1983.
  • 8Mladenovic P, Piterbarg V. On Asymplotic Distribution of Maxima of Complete and Incomplete Samples from Stationary Sequences [J]. Stochastic Process Application, 2006, 116(12): 1977--1991.
  • 9Xia Lin Li, Marc Parizeau, Rejean Plamondon. Training Hidden Markov Models with Multiple Observation A Combinatorial Method [J]. IEEE Transaction on Pattern Analysis and Machine Intelligence, 2000, 22(4) : 371 - 377.
  • 10Rabiner L R. A Tutorial on Hidden Markov Models and Selected Applications in Speech Recognition [J]. Proc IEEE,1989, 77(2):257-286.

引证文献2

二级引证文献6

西南师范大学学报（自然科学版）
2005年 第6期

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