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AN ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF MULTIVARIATE STATIONARY GAUSSIAN SEQUENCES

Part of: Limit theorems

Published online by Cambridge University Press:  01 June 2009

ZHICHENG CHEN ,
ZUOXIANG PENG  and
HONGYUN ZHANG
ZHICHENG CHEN
Affiliation:
Department of Mathematics, Henan Institute of Science and Technology, Xinxiang 453003, PR China (email: www.maths@163.com)
ZUOXIANG PENG*
Affiliation:
School of Mathematics and Statistics, Southwest University, Chongqing 400715, PR China (email: pzx@swu.edu.cn)
HONGYUN ZHANG
Affiliation:
Department of Mathematics, Henan Institute of Science and Technology, Xinxiang 453003, PR China (email: zhhy2008@163.com)
*
✉For correspondence; e-mail: pzx@swu.edu.cn
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Abstract

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An almost sure limit theorem for the maxima of multivariate stationary Gaussian sequences is proved under some mild conditions.

Keywords

almost sure central limit theoremmultivariate stationary Gaussian sequences

MSC classification

Secondary: 60F15: Strong theorems

Information

Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 86 , Issue 3 , June 2009 , pp. 315 - 321
Copyright
Copyright © Australian Mathematical Society 2009

Footnotes

This work was partially supported by the National Natural Science Foundation of China (grant no. 70371061).

References

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