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光滑平稳高斯过程极值几乎处处极限定理的一个推广(英文)

AN EXTENSION OF THE ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF SMOOTH STATIONARY GAUSSIAN PROCESS
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摘要 本文研究了连续均方可微的平稳高斯过程的极限性态.通过选择一个不同于Tan(2013)的权重函数,在较弱的条件下得到了连续均方可微平稳高斯过程极值的一个几乎必然仅限定理,推广了Tan(2013)的结论. In this paper,we study the limit behavior for the maxima of continuous mean square differentiable stationary Gaussian process.Using a different weight function from that in Tan(2013),we obtain an almost sure limit theorem for the maxima of continuous mean square differentiable stationary Gaussian process under some mild conditions,which expands the corresponding results in Tan(2013).
出处 《数学杂志》 CSCD 北大核心 2015年第6期1363-1371,共9页 Journal of Mathematics
基金 Supported by National Natural Science Foundation of China(11061012 11101101) the Natural Science Foundation of Guangxi(2012GXNSFAA053010 2014GXNSFBA118023)
关键词 平稳高斯过程 几乎处处 极限定理 极值 权重函数 stationary Gaussian process almost sure limit theorem maximum weight function
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