Limiting distribution of sums of nonnegative stationary random variables

DOI10.1007/BF02481972zbMath0551.60021OpenAlexW2047924197MaRDI QIDQ801366

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)

Related Items (1)

Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes

Cites Work

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• The maximum term and first passage times for autoregressions
• Sojourns and extremes of stationary processes
• A general Poisson approximation theorem
• Conditions for the convergence in distribution of maxima of stationary normal processes
• Stable limits for partial sums of dependent random variables
• A Poisson Limit Theorem for Rare Events of a Gaussian Sequence
• Limit Theorems for the Maximum Term in Stationary Sequences
• A Useful Convergence Theorem for Probability Distributions

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