Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences

DOI10.1016/J.JKSS.2010.12.005MaRDI QIDQ634858zbMATH OpenOpenAlexFDO

Authors Zhongquan Tan, Yuebao Wang

Publication date 17 August 2011

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2010.12.005

zbMATH Keywords

almost sure central limit theoremmaximapartial sumsstationary Gaussian sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Recommendations

• scientific article; zbMATH DE number 2096886
• The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences
• Almost sure central limit theorems for the maxima and sums of certain stationary Gaussian sequences with optimized weight
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• Almost sure limit theorems for the maximum of Gaussian sequences
• AN ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF MULTIVARIATE STATIONARY GAUSSIAN SEQUENCES
• Improved results in almost sure central limit theorems for the maxima and partial sums for Gaussian sequences
• Almost sure central limit theorems for the maxima of Gaussian functions
• Almost sure central limit theorem for a nonstationary Gaussian sequence

Cites work

• scientific article; zbMATH DE number 4074072 (Why is no real title available?)
• scientific article; zbMATH DE number 2096886 (Why is no real title available?)
• A simultaneous almost everywhere central limit theorem for diffusions and its application to path energy and eigenvalues of the Laplacian
• Almost Sure Convergence in Extreme Value Theory
• Almost sure central limit theorem for partial sums and maxima
• Almost sure convergence for non-stationary random sequences
• Almost sure limit theorem for stationary Gaussian random fields
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• Almost sure max-limits for nonstationary Gaussian sequence
• An almost everywhere central limit theorem
• An almost sure limit theorem for the maxima of strongly dependent Gaussian sequences
• An extension to a strong law result of Mittal and Ylvisaker for the maxima of stationary Gaussian processes
• Asymptotic distribution for the sum and maximum of Gaussian processes
• Asymptotic distribution of sum and maximum for Gaussian processes
• Extremes and related properties of random sequences and processes
• On Strong Versions of the Central Limit Theorem
• On almost sure max-limit theorems
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences

Cited in

(29)

• The limit theorems on extreme order statistics and partial sums of i.i.d. random variables
• Almost sure limit theorem for the maximum and minimum of stationary normal vector sequences
• On the almost sure convergence for the joint version of maxima and minima of stationary sequences
• An almost sure limit theorem for the maxima of strongly dependent Gaussian sequences
• A note on the almost sure central limit theorems for the maxima of strongly dependent nonstationary Gaussian vector sequences
• Almost sure convergence for the maxima and minima of strongly dependent nonstationary multivariate Gaussian sequences
• New result on the behavior of Gaussian maxima in terms of the covariance function
• scientific article; zbMATH DE number 1959629 (Why is no real title available?)
• Almost sure central limit theorem for exceedance point processes of stationary sequences
• Almost sure limit theorems on Wiener chaos: the non-central case
• Exact convergence rate for the maximum of standardized Gaussian increments
• Some distributional limit theorems for the maxima of Gaussian vector sequences
• Improved results in almost sure central limit theorems for the maxima and partial sums for Gaussian sequences
• Almost sure limit theorem for stationary Gaussian random fields
• scientific article; zbMATH DE number 1874351 (Why is no real title available?)
• Almost sure central limit theorems for the maxima and sums of certain stationary Gaussian sequences with optimized weight
• An extension of the almost sure limit theorem for the maxima of smooth stationary Gaussian process
• The almost sure central limit theorems for certain order statistics of some stationary Gaussian sequences
• Almost sure limit theorem for the order statistics of stationary Gaussian sequences
• The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences
• Almost sure limit theorems for the maxima of stochastic volatility models
• The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions
• Almost sure central limit theorem for a nonstationary Gaussian sequence
• scientific article; zbMATH DE number 2096886 (Why is no real title available?)
• Almost sure central limit theorems on the Wiener space
• Almost sure limit theorems for multivariate general standard normal sequences and applications
• Almost sure convergence for the maximum and the sum of nonstationary Gaussian sequences
• Almost sure limit theorems for the maximum of Gaussian sequences
• An extension of almost sure central limit theorem for the maximum of stationary Gaussian random fields

This page was built for publication: Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q634858)