On the Maxima of Partial Samples of Random Sequences with a Pseudo-Stationary Trend


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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

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Email: kovlal@gmail.com
俄罗斯联邦, Moscow

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