平稳正态序列超过数点过程与部分和的渐近联合分布  

THE ASYMPTOTIC JOINT DISTRIBUTION OF EXCEEDANCES POINT PROCESS AND PARTIAL SUM OF STATIONARY NORMAL SEQUENCES

作　　者：何腊梅[1] 

机构地区：[1]四川大学数学学院,成都610064

出　　处：《应用数学学报》2004年第1期81-88,共8页Acta Mathematicae Applicatae Sinica

摘　　要：{Xi}为平稳正态序列,具有EX1=0,EX12=1,ρn=EX1Xn+1.对于水平un= ,记在 的条件下,得到了Nn(B)与Sn的渐近联合分布,同时也给出了极值与Sn的渐近联合分布.Let{Xi} be a stationary normal sequence, EX1 = 0, EX12 = 1, ρn = EX1Xn+1. For the levels , write The asymptotic joint distribution of Nn(B) and Sn is obtained; the asymptotic joint distribution of extreme value and Sn is also given under the condition .

关 键 词：平稳正态序列 渐近联合分布 极值 超过数点过程 相关系数 

分 类 号：O211.61[理学—概率论与数理统计]