IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v76y2006i11p1175-1184.html
   My bibliography  Save this article

Almost sure max-limits for nonstationary Gaussian sequence

Author

Listed:
  • Chen, Shouquan
  • Lin, Zhengyan

Abstract

We obtain some almost sure limit theorems for a standardized nonstationary Gaussian sequence under some mild conditions.

Suggested Citation

  • Chen, Shouquan & Lin, Zhengyan, 2006. "Almost sure max-limits for nonstationary Gaussian sequence," Statistics & Probability Letters, Elsevier, vol. 76(11), pages 1175-1184, June.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:11:p:1175-1184
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00472-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Csáki, Endre & Gonchigdanzan, Khurelbaatar, 2002. "Almost sure limit theorems for the maximum of stationary Gaussian sequences," Statistics & Probability Letters, Elsevier, vol. 58(2), pages 195-203, June.
    2. Stadtmüller, U., 2002. "Almost sure versions of distributional limit theorems for certain order statistics," Statistics & Probability Letters, Elsevier, vol. 58(4), pages 413-426, July.
    3. Fahrner, Ingo, 2000. "An extension of the almost sure max-limit theorem," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 93-103, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhicheng Chen & Hongyun Zhang & Xinsheng Liu, 2020. "Almost Sure Convergence for the Maximum and Minimum of Normal Vector Sequences," Mathematics, MDPI, vol. 8(4), pages 1-11, April.
    2. Luísa Pereira & Zhongquan Tan, 2017. "Almost Sure Convergence for the Maximum of Nonstationary Random Fields," Journal of Theoretical Probability, Springer, vol. 30(3), pages 996-1013, September.
    3. Panga, Zacarias & Pereira, Luísa, 2019. "On the almost sure convergence for the joint version of maxima and minima of stationary sequences," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.
    4. Tan, Zhongquan & Peng, Zuoxiang, 2009. "Almost sure convergence for non-stationary random sequences," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 857-863, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Tan, Zhongquan & Peng, Zuoxiang, 2009. "Almost sure convergence for non-stationary random sequences," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 857-863, April.
    2. Hashorva, Enkelejd & Weng, Zhichao, 2013. "Limit laws for extremes of dependent stationary Gaussian arrays," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 320-330.
    3. Luísa Pereira & Zhongquan Tan, 2017. "Almost Sure Convergence for the Maximum of Nonstationary Random Fields," Journal of Theoretical Probability, Springer, vol. 30(3), pages 996-1013, September.
    4. Giuliano, Rita & Macci, Claudio & Pacchiarotti, Barbara, 2019. "Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 13-22.
    5. Stadtmüller, U., 2002. "Almost sure versions of distributional limit theorems for certain order statistics," Statistics & Probability Letters, Elsevier, vol. 58(4), pages 413-426, July.
    6. Giuliano, Rita & Macci, Claudio, 2018. "Large deviations for some logarithmic means in the case of random variables with thin tails," Statistics & Probability Letters, Elsevier, vol. 138(C), pages 47-56.
    7. Nour Al Hayek & Illia Donhauzer & Rita Giuliano & Andriy Olenko & Andrei Volodin, 2022. "Asymptotics of Running Maxima for φ-Subgaussian Random Double Arrays," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1341-1366, September.
    8. Tan, Zhongquan, 2013. "An almost sure limit theorem for the maxima of smooth stationary Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2135-2141.
    9. Zhicheng Chen & Hongyun Zhang & Xinsheng Liu, 2020. "Almost Sure Convergence for the Maximum and Minimum of Normal Vector Sequences," Mathematics, MDPI, vol. 8(4), pages 1-11, April.
    10. Moon, Hee-Jin & Choi, Yong-Kab, 2007. "Asymptotic properties for partial sum processes of a Gaussian random field," Statistics & Probability Letters, Elsevier, vol. 77(1), pages 9-18, January.
    11. Panga, Zacarias & Pereira, Luísa, 2019. "On the almost sure convergence for the joint version of maxima and minima of stationary sequences," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.
    12. Dudzinski, Marcin, 2008. "The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 347-357, March.
    13. Fahrner, Ingo, 2001. "A strong invariance principle for the logarithmic average of sample maxima," Stochastic Processes and their Applications, Elsevier, vol. 93(2), pages 317-337, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:76:y:2006:i:11:p:1175-1184. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.