独立非同分布变量移动和的渐近特性

IF 0.8 Q3 STATISTICS & PROBABILITY

Mathematical Methods of Statistics Pub Date : 2024-07-15 DOI:10.3103/s1066530724700091

Narayanaswamy Balakrishnan, Alexei Stepanov

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引用次数: 0

摘要

摘要在这项工作中，我们讨论了独立和非同分布随机变量移动总和的最小值和最大值的渐近行为。我们首先建立了一些与最小值和最大值渐近行为相关的理论结果。然后，我们将这些结果应用于指数模型和正态模型。我们还推导出了这两个模型中移动和的最小值和最大值的强极限结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Asymptotic Properties of Extrema of Moving Sums of Independent Non-identically Distributed Variables

Abstract

In this work, we discuss the asymptotic behavior of minima and maxima of moving sums of independent and non-identically distributed random variables. We first establish some theoretical results associated with the asymptotic behavior of minima and maxima. Then, we apply these results to exponential and normal models. We also derive strong limit results for the minima and maxima of moving sums taken from these two models.

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来源期刊

Mathematical Methods of Statistics STATISTICS & PROBABILITY-

CiteScore

0.60

自引率

0.00%

发文量

期刊介绍： Mathematical Methods of Statistics is an is an international peer reviewed journal dedicated to the mathematical foundations of statistical theory. It primarily publishes research papers with complete proofs and, occasionally, review papers on particular problems of statistics. Papers dealing with applications of statistics are also published if they contain new theoretical developments to the underlying statistical methods. The journal provides an outlet for research in advanced statistical methodology and for studies where such methodology is effectively used or which stimulate its further development.