| 高斯序列超过数点过程与和的联合渐近分布 |
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| 引用本文： | 蔺富明.高斯序列超过数点过程与和的联合渐近分布[J].四川轻化工学院学报,2008(2):36-39. |
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| 作者姓名： | 蔺富明 |
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| 作者单位： | [1]四川理工学院数学系,四川自贡643000 |
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| 摘 要： | {Xn}为非平稳标准化高斯序列，记rij=EXiXj,Nn为X1,X2,…,Xn对水平un=x／an＋bn的超过数形成的点过程，Mn^（k）为X1,X2,…,Xn的第k个最大值，Sn=∑i=1^nXi。在rijlog（j-i）→r∈（0，＋∞）（j-i→＋∞）下，给出Ntn与Sn,Mtn^（k）与Sn的联合渐近分布。
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| 关 键 词： | 强相依高斯序列 非平稳高斯序列 部分和 点过程 |
Joint Asymptotic Distribution of Exceedances Point Process and Sum of Gaussian Sequences |
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| LIN Fu-ming.Joint Asymptotic Distribution of Exceedances Point Process and Sum of Gaussian Sequences[J].Journal of Sichuan Institute of Light Industry and Chemical Technology,2008(2):36-39. |
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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 {Xn} be a standard non-stationary normal sequences. Let rij=EXiXj,Nn be the point processes formed by the exceedances of level un=x/an＋bn by X1,X2,…,Xn,Sn=∑i=1^nXi Denote Mn^（k） he th largest maxima of X1,X2,…,Xn. The joint asymptotic distri-butions of Ntn and Sn,Mtn^（k） and Sn were gained under the condition rijlog（j-i）→r∈（0,＋∞）（j-i→＋∞）. |
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| Keywords: | strong dependent Gaussian sequences non-stationary Gaussian sequences partial sum point processes |
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