ALMOST SURE CENTRAL LIMIT THEOREMS OF THE PARTIAL SUMS AND MAXIMA FROM COMPLETE AND INCOMPLETE SAMPLES OF STATIONARY SEQUENCES

DOI10.1142/S0219493711500262zbMath1254.60032MaRDI QIDQ2905269

Bin Tong, Saralees Nadarajah, Zuo Xiang Peng

Publication date: 27 August 2012

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493711500262

zbMATH Keywords

missing observations; partial sum; joint limiting distribution; maximum; almost sure central limit theorem; stationary Gaussian sequence

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

Cites Work

• On almost sure max-limit theorems
• Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• An extension of the almost sure max-limit theorem
• A normal comparison inequality and its applications
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
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• A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
• The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences
• On Strong Versions of the Central Limit Theorem
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Limit Theorems for the Maximum Term in Stationary Sequences