| 一类拟平稳序列极值的极限律 |
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| 引用本文： | 王雪标,王晓明.一类拟平稳序列极值的极限律[J].应用数学学报,1995,18(3):364-372. |
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| 作者姓名： | 王雪标 王晓明 |
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| 作者单位： | 东北财经大学基础部，海军大连舰艇学院 |
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| 摘 要： | Ｋ．Ｆ．Ｔｕｒｋｍａｎ讨论了一类拟平稳序列最大值的渐近分布。本文利用点过程收全党一理得到水平超出点过程的收敛定理和第ｒ个最大值的渐近分布及前ｒ个最大值的联合渐近分布。
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| 关 键 词： | 极值 拟平稳序列 极限 随机变量序列 |
LIMIT LAWS FOR THE EXTREMES OF A CLASS OF QUASI-STATIONARY SEQUENCES |
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| WANG XUEBIAO.LIMIT LAWS FOR THE EXTREMES OF A CLASS OF QUASI-STATIONARY SEQUENCES[J].Acta Mathematicae Applicatae Sinica,1995,18(3):364-372. |
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| Authors: | WANG XUEBIAO |
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| Abstract: | K.F. Turkman discuss the asymptotic distribution of the maxima of a class of quasi-stationary sequences. In this paper, we apply the convergence theorem of point process theory to obtain the convergence of the point process of exceedances and the asymptotic distributions of rth largest Maxima and asymptotic joint distributions for a finit number of the rth largest maximum. |
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| Keywords: | Extreme exceedance of levels asymptotic distribution |
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