Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications-Reference-Cited by-同舟云学术

Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications

Published:2019-05-21 Issue:3 Volume:69 Page:707-720
ISSN:1337-2211
Container-title:Mathematica Slovaca
language:en
Short-container-title:

Author:

Barakat Haroon M.¹,Abd Elgawad M. A.²³

Affiliation:

1. Department of Mathematics , Faculty of Science , Zagazig University , Zagazig , 44519 , Egypt

2. School of Computer Science and Technology , Wuhan University of Technology , Wuhan , 430070 , China

3. Department of Mathematics , Faculty of Science , Benha University , Benha , 13518 , Egypt

Abstract

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.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Link

https://www.degruyter.com/document/doi/10.1515/ms-2017-0259/pdf

Reference22 articles.

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