Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications
-
Haroon M. Barakat
and
M. A. Abd Elgawad
Abstract
In this paper, we study the limit distributions of upper and lower record values of a stationary Gaussian sequence under an equi-correlated set up. Moreover, the class of limit distribution functions (df’s) of the joint upper (and the lower) record values of a stationary Gaussian sequence is fully characterized. As an application of this result, the sufficient conditions for the weak convergence of the record quasi-range, record quasi-mid-range, record extremal quasi-quotient and record extremal quasi-product are obtained. Moreover, the classes of the non-degenerate limit df’s of these statistics are derived.
Communicated by Gejza Wimmer
Acknowledgement
The authors would like to thank Professor Gejza Wimmer, as well as the anonymous referees for constructive suggestions and comments that lead to improvement of the readability of the paper.
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© 2019 Mathematical Institute Slovak Academy of Sciences
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- A conjecture for varieties of completely regular semigroups
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- Differential subordination results for Mittag-Leffler type functions with bounded turning property
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- Some new results on real hypersurfaces with generalized Tanaka-Webster connection
- Relative topological properties of hyperspaces
- Cohomology of torus manifold bundles
- The Menger and projective Menger properties of function spaces with the set-open topology
- Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications
Articles in the same Issue
- Regular papers
- The life jubilee of Prof. RNDr. Sylvia Pulmannová, DrSc.
- Perfect 1-factorizations
- A topological duality for strong Boolean posets
- On the Diophantine equations x2 + 2α 3β 19γ = yn and x2 + 2α 3β 13γ = yn
- Tribonacci numbers and primes of the form p = x2 + 11y2
- Basic semirings
- A conjecture for varieties of completely regular semigroups
- Uniqueness of meromorphic function with its shift operator under the purview of two or three shared sets
- Differential subordination results for Mittag-Leffler type functions with bounded turning property
- Mittag-Leffler stability for non-instantaneous impulsive Caputo fractional differential equations with delays
- Asymptotically periodic behavior of solutions of fractional evolution equations of order 1 < α < 2
- On the polynomial entropy for morse gradient systems
- Quantitative approximation by Stancu-Durrmeyer-Choquet-Šipoš operators
- A note on non-linear ∗-Jordan derivations on ∗-algebras
- Disjoint hypercyclic weighted translations on locally compact hausdorff spaces
- Some new results on real hypersurfaces with generalized Tanaka-Webster connection
- Relative topological properties of hyperspaces
- Cohomology of torus manifold bundles
- The Menger and projective Menger properties of function spaces with the set-open topology
- Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications
