A NOTE ON THE ASYMPTOTIC INDEPENDENCE OF THE SUM AND MAXIMUM OF STRONGLY MIXING STATIONARY RANDOM-VARIABLES
成果类型：
Article
署名作者：
HSING, TL
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988296
发表日期：
1995
页码：
938-947
关键词：
摘要：
It is shown that Sigma(i=1)(n) X(n) and max(i=1)(n)X(i) are asymptotically independent if {X(i)} is strongly mixing and Sigma(i=1)(n)X(i) is asymptotically Gaussian. This generalizes a result of Anderson and Turkman.