Limiting distribution of sums of nonnegative stationary random variables

DOI10.1007/BF02481972MaRDI QIDQ801366zbMATHOpenAlexFDO

Authors Simeon M. Berman

Publication date 1984

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02481972

zbMATH Keywords

mixing conditionsdistribution of the maximum in a stationary sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50)

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Cites work

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• A Poisson Limit Theorem for Rare Events of a Gaussian Sequence
• A Useful Convergence Theorem for Probability Distributions
• A compound Poisson limit for stationary sums, and sojourns of Gaussian processes
• A general Poisson approximation theorem
• Conditions for the convergence in distribution of maxima of stationary normal processes
• Extremes and related properties of random sequences and processes
• Limit Theorems for the Maximum Term in Stationary Sequences
• Limit theory for moving averages of random variables with regularly varying tail probabilities
• Sojourns and extremes of stationary processes
• Sojourns of stationary processes in rare sets
• Stable limits for partial sums of dependent random variables
• The maximum term and first passage times for autoregressions

Cited in

(3)

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• On a limit theorem for a non-linear scaling
• Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes

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