The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences

DOI10.1016/j.spl.2007.07.007zbMath1139.60015MaRDI QIDQ2479327

Marcin Dudziński

Publication date: 26 March 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.007

zbMATH Keywords

Karamata's theorem; Partial sums; Extreme values; Slowly varying functions; Associated random variables; Almost sure central limit theorem; Stationary Gaussian sequences

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

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Cites Work

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• Extremes and related properties of random sequences and processes
• Positively correlated normal variables are associated
• Estimation of the survival function for stationary associated processes
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables