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Conditions for the convergence in distribution of maxima of stationary normal processes

✍ Scribed by M.R. Leadbetter; G. Lindgren; H. Rootzén


Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
809 KB
Volume
8
Category
Article
ISSN
0304-4149

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On the Conditional Variance for Scale Mi
✍ Stamatis Cambanis; Stergios B Fotopoulos; Lijian He 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 210 KB

For a scale mixture of normal vector, X=A 1Â2 G, where X, G # R n and A is a positive variable, independent of the normal vector G, we obtain that the conditional variance covariance, Cov(X 2 | X 1 ), is always finite a.s. for m 2, where X 1 # R n and m<n, and remains a.s. finite even for m=1, if an