局部平稳高斯过程的最大值与最小值的渐近独立性

Asymptotic Independence of Maxima and Minima of Locally Stationary Gaussian Processes

研究了满足Berman条件的局部平稳高斯过程 {X(t) ,0≤t≤T}的最大值与最小值的联合渐近分布 .在一定条件下 ,获得了最大值与最小值的渐近独立性和绝对值的渐近分布 .

Let X(t), 0≤t≤T be locally stationary Gaussian process that satisfies Berman' condition. We study the asymptotic joint distribution of maxima and minima. Under some conditions the paper discuss the asymptotic independence of maxima and minima and the limit distribution of absolute maxima.