一类相依正态序列超过数点过程的渐近分布  

Asymptotic Distributions of the Exceedances Point Processes for a Class of Dependent Normal Sequence

作　　者：童锦俊[1] 彭作祥[1] 

机构地区：[1]西南大学数学与统计学院,重庆400715

出　　处：《应用数学学报》2010年第6期1078-1086,共9页Acta Mathematicae Applicatae Sinica

基　　金：国家自然科学基金(70371061);重庆市高校人才基金(120060-20600204)资助项目

摘　　要：{X_n,n≥1}为存在样本缺失的标准化平稳正态序列,相关系数r_n=EX_1X_(1+n).(?)_n与(?)_n分别为观测到与未观测到的子样形成的超过数点过程.令N_n=(?)_n+(?)_n.本文研究r_nln→ρ∈[0,∞)时超过数点过程N_n,(?)_n与(?)_n的弱收敛性及顺序统计量的联合渐近分布.Suppose that {X_n,n1} is a standardized stationary normal sequence with data missing and correlation r_n=EX_1X_（n＋1）.Let（？）_n and（？）_n denote two exceedances point processes formed by the observed and the unobserved samples respectively,and let N_n=（？）_n＋）（？）_n.The weak convergence of N_n,（？）_n and（？）_n,and the joint limiting distributions of order statistics are considered as r_n ln n→ρ∈[0,∞）.

关 键 词：平稳正态序列 缺失样本 超过数点过程 极限分布 顺序统计量 

分 类 号：O211.3[理学—概率论与数理统计]