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Limit distribution of the last exit time for stationary random sequences

✍ Scribed by Jürg Hüsler


Publisher
Springer
Year
1980
Tongue
English
Weight
250 KB
Volume
52
Category
Article
ISSN
1432-2064

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Almost sure limit theorems for the maxim
✍ Endre Csáki; Khurelbaatar Gonchigdanzan 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 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).