Extreme order statistics in an equally correlated Gaussian array

• Autorzy: Mateusz Wiśniewski
• Języki publikacji: EN

Abstrakty

EN

This paper contains the results concerning the weak convergence of d-dimensional extreme order statistics in a Gaussian, equally correlated array. Three types of limit distributions are found and sufficient conditions for the existence of these distributions are given.

Słowa kluczowe

EN

equally correlated; Gaussian array; extreme order statistics

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1993-1995
• Tom: 22
• Numer: 2
• Strony: 193-200

Daty

wydano

1994

otrzymano

1992-11-30

Twórcy

autor

Mateusz Wiśniewski

• Technical University of Kielce, al. 1000-lecia Państwa Polskiego 7, 25-314 Kielce, Poland

Bibliografia

• [1] S. M. Berman, Equally correlated random variables, Sankhyā A 24 (1962), 155-156.
• [2] J. Galambos, The Asymptotic Theory of Extreme Order Statistics, Wiley, New York, 1978.
• [3] M. R. Leadbetter, G. Lindgren and H. Rootzén, Extremes and Related Properties of Random Sequences and Processes, Springer, New York, 1983.
• [4] Y. Mittal and D. Ylvisaker, Limit distributions for the maxima of stationary Gaussian processes, Stochastic Process. Appl. 3 (1975), 1-18.
• [5] J. Pickands III, Maxima of stationary Gaussian processes, Z. Wahrsch. Verw. Gebiete 7 (1967), 190-223.
• [6] W. Rudin, Real and Complex Analysis, McGraw-Hill, New York, 1974.
• [7] M. Wiśniewski, Multidimensional point processes of extreme order statistics, Demonstratio Math., to appear.