离散时间和连续时间强相关高斯过程极值的相关性

Pub Date : 2014-01-02 DOI:10.1080/17442508.2012.756489

Z. Tan, Linjun Tang

{"title":"离散时间和连续时间强相关高斯过程极值的相关性","authors":"Z. Tan, Linjun Tang","doi":"10.1080/17442508.2012.756489","DOIUrl":null,"url":null,"abstract":"In this note, the asymptotic relation between the maximum of a continuous strongly dependent stationary Gaussian process and the maximum of this process sampled at discrete time points is studied. It is shown that these two extreme values are asymptotically totally dependent no matter what the grid of the discrete time points is.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2014-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"8","resultStr":"{\"title\":\"The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes\",\"authors\":\"Z. Tan, Linjun Tang\",\"doi\":\"10.1080/17442508.2012.756489\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this note, the asymptotic relation between the maximum of a continuous strongly dependent stationary Gaussian process and the maximum of this process sampled at discrete time points is studied. It is shown that these two extreme values are asymptotically totally dependent no matter what the grid of the discrete time points is.\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2014-01-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"8\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2012.756489\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/17442508.2012.756489","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 8

摘要

本文研究了连续强相关平稳高斯过程的最大值与该过程在离散时间点采样的最大值之间的渐近关系。结果表明，无论离散时间点的网格是什么，这两个极值都是渐近完全相关的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文

The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes

In this note, the asymptotic relation between the maximum of a continuous strongly dependent stationary Gaussian process and the maximum of this process sampled at discrete time points is studied. It is shown that these two extreme values are asymptotically totally dependent no matter what the grid of the discrete time points is.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助