On the Maxima of Partial Samples of Random Sequences with a Pseudo-Stationary Trend
- 作者: Kudrov A.V.1
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隶属关系:
- Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
- 期: 卷 227, 编号 2 (2017)
- 页面: 219-228
- 栏目: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/240130
- DOI: https://doi.org/10.1007/s10958-017-3588-9
- ID: 240130
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详细
We prove a limit theorem for the joint distribution of the maximum of the initial sample and the maximum of randomly decimated arbitrary stationary random sequence with a trend. The results are illustrated by a numerical example.
作者简介
A. Kudrov
Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
编辑信件的主要联系方式.
Email: kovlal@gmail.com
俄罗斯联邦, Moscow
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