具有随机足标的高斯序列的部分和与最大值的渐近联合分布  

The Asymptotic Joint Distribution of Maximum and Sum of Gaussian Sequence with Random Sample Size

作　　者：彭继世[1] 

机构地区：[1]贵阳医学院数学教研室,贵阳550004

出　　处：《贵阳医学院学报》1999年第3期238-240,共3页Journal of Guiyang Medical College

摘　　要：设 {Xi,i≥ 1}是标准高斯序列 ,具有EXi =0 ,EX2 i =1,rij =cov(XI,Xj)。本文得到了rij 满足一定条件时 ,具有随机足标的最大值与部分和的联合渐近分布 ,平稳情形则作为特例被给出。Let｛X i,i≥1｝ be a standard Gaussian sequence of random variables with EX i=0,EX 2 i=1,r ij =cov(X i,X j).The asymptotic joint distribution of maximum and sum of Gaussian sequence with random sample size are obtained under some conditions that depended on r ij , The case of stationary sequence is give as an example.

关 键 词：最大值 部分和 随机足标 高斯序列 联合分布 

分 类 号：O211[理学—概率论与数理统计]