强相依非平稳序列上超点过程的收敛性 |
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引用本文: | 蒋莹莹,;蔺富明.强相依非平稳序列上超点过程的收敛性[J].四川轻化工学院学报,2008(4):26-28. |
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作者姓名: | 蒋莹莹 ;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: | {ξ,i≥1}为标准化的正态序列,rij=Cov(ξi,ξj)。Mn(k)是{ξi,i≥1}第k个最大值,本文在条件:j-i→∞时rijlog(j-i)→γ∈(0,∞)下,得到了ξ1,ξ2,…,ξn时间正规化上超水平un^(1),un^(2),…,un^(n)形成的点过程依分布收敛到定义在(0,∞)×R上的二维Cox-过程。
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关 键 词: | 强相依高斯序列 第k个最大值 Cox-过程 |
On the Convergence of the Process of Exceedances by Strongly Non-stationary Sequences |
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Affiliation: | JIA NG Ying-ying, 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.Mn^(k) is the k th maximum. In the paper, under the condition rijlog(j-i)→γ∈(0∞,)asj-i→∞,we obtained the point process of time-normalized exceedances of levels un^(1),un^(2),…,un^(n) converges in distribution to Cox-process on the entire right half plane,i.e, on (0,+∞)×R. |
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Keywords: | strong dependent Gaussian sequences the kth largest maximum Cox-process |
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