强相依平稳正态序列最大值和最小值的联合极限分布  

On the joint limiting distribution of the maximum and minimum of strong dependent stationary normal sequence

作　　者：王莉莉[1] 宋燕林[1] 

机构地区：[1]四川农业大学生命理学院数学系,四川雅安625014

出　　处：《西南民族大学学报（自然科学版）》2008年第3期465-468,共4页Journal of Southwest Minzu University(Natural Science Edition)

摘　　要：设X 1,X 2,是标准化的平稳正态序列,M n=m1≤ia≤xnXi,mn=m1≤ii≤nnXi,ρn=EX 1 Xn+1 Rn=M n-mn,Let X1, X2... be standardized stationary normal sequence, Mn=maxISiSnXi,mn=minXiISiSn,Pn=EX1Xn＋1 Rn=Mn-mn,Sn=n∑i=1Xi,Suppose that po and （pn logn）^-1 both are monotone and converging to zero, the joint limiting distribution of Mn and mn is derived, so is Rn . At the same time, we can obtain the joint limiting distribution of Mn, mn and Sn.

关 键 词：平稳正态序列 最大值 最小值 极差 部分和 

分 类 号：D211.3[政治法律—政治学]