Almost Sure Convergence for the Maximum and the Sum of Nonstationary Guassian Sequences

被引:6
|
作者
Zhao, Shengli [1 ]
Peng, Zuoxiang [2 ]
Wu, Songlin [1 ]
机构
[1] Logist Engn Univ, Dept Fundament Studies, Chongqing 401131, Peoples R China
[2] Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China
基金
中国国家自然科学基金;
关键词
LIMIT-THEOREM;
D O I
10.1155/2010/856495
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let (X-n, n >= 1) be a standardized nonstationary Gaussian sequence. Let M-n = max{X-k, 1 <= k <= n} denote the partial maximum and S-n = Sigma(n)(k-1) X-k for the partial sum with sigma(n) = (Var S-n)(1/2). In this paper, the almost sure convergence of (M-n, S-n/sigma(n)) is derived under some mild conditions.
引用
收藏
页数:14
相关论文
共 50 条