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Almost sure limit theorems for the maximum of stationary Gaussian sequences

✍ Scribed by Endre Csáki; Khurelbaatar Gonchigdanzan

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
111 KB
Volume
58
Category
Article
ISSN
0167-7152

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✦ Synopsis

We prove an almost sure limit theorem for the maxima of stationary Gaussian sequences with covariance r n under the condition r n log n(log log n) 1+ = O(1).

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