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Asymptotic expansions in the Poisson limit theorem for large excursions of stationary Gaussian sequences

โœ Scribed by V. I. Piterbarg


Publisher
SP MAIK Nauka/Interperiodica
Year
1981
Tongue
English
Weight
454 KB
Volume
29
Category
Article
ISSN
0001-4346

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Almost sure limit theorems for the maxim
โœ Endre Csรกki; Khurelbaatar Gonchigdanzan ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 111 KB

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).