Electronic Communications in Probability

An Almost Sure Limit Theorem For the Maxima of Strongly Dependent Gaussian Sequences

Fuming Lin

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Abstract

In this paper, we prove an almost sure limit theorem for the maxima of strongly dependent Gaussian sequences under some mild conditions. The result is an expansion of the weakly dependent result of E. Csaki and K. Gonchigdanzan.

Article information

Source
Electron. Commun. Probab. Volume 14 (2009), paper no. 22, 224-231.

Dates
Accepted: 24 May 2009
First available in Project Euclid: 6 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465234731

Digital Object Identifier
doi:10.1214/ECP.v14-1461

Mathematical Reviews number (MathSciNet)
MR2507751

Zentralblatt MATH identifier
1189.60065

Subjects
Primary: 60F05: Central limit and other weak theorems
Secondary: 62E20: Asymptotic distribution theory 62F12: Asymptotic properties of estimators 62M10: Time series, auto-correlation, regression, etc. [See also 91B84]

Keywords
Almost sure central limit theorem Strongly dependent sequence Logarithmic average

Rights
This work is licensed under a Creative Commons Attribution 3.0 License.

Citation

Lin, Fuming. An Almost Sure Limit Theorem For the Maxima of Strongly Dependent Gaussian Sequences. Electron. Commun. Probab. 14 (2009), paper no. 22, 224--231. doi:10.1214/ECP.v14-1461. https://projecteuclid.org/euclid.ecp/1465234731.


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References

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