AN ASYMPTOTIC INDEPENDENT REPRESENTATION IN LIMIT-THEOREMS FOR MAXIMA OF NONSTATIONARY RANDOM SEQUENCES

• 成果类型: Article
• 署名作者: JAKUBOWSKI, A
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176989269
• 发表日期: 1993
• 页码: 819-830
• 关键词: Extreme Values; stationary-sequences

摘要

Let (X(k))k is-an-element-of N be a nonstationary sequence of random variables. Sufficient conditions are found for the existence of an independent sequence (X(k)}k is-an-element-of N such that sup(x is-an-element-of R)\P(M(n) less-than-or-equal-to x)\ - P(M(n) less-than-or-equal-to x)\ --> 0 as n --> infinity, where M(n) and M(n) are nth partial maxima for (X(k)) and {X(k)}, respectively.