Almost sure limit theorems for the maximum of stationary Gaussian sequences

We prove an almost sure limit theorem for the maxima of stationary Gaussian sequences with covariance r n under the condition r n log n( log log n) 1+ε= O(1) .

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Bibliographic Details
Published in:Statistics & probability letters 2002-06, Vol.58 (2), p.195-203
Main Authors: Csáki, Endre, Gonchigdanzan, Khurelbaatar
Format: Article
Language:English
Subjects:
Almost sure central limit theorem
Almost sure central limit theorem Logarithmic average Stationary Gaussian sequence
Exact sciences and technology
Limit theorems
Logarithmic average
Mathematics
Probability and statistics
Probability theory and stochastic processes
Probability theory on algebraic and topological structures
Sciences and techniques of general use
Stationary Gaussian sequence
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Description
Summary:We prove an almost sure limit theorem for the maxima of stationary Gaussian sequences with covariance r n under the condition r n log n( log log n) 1+ε= O(1) .
ISSN:0167-7152
1879-2103
DOI:10.1016/S0167-7152(02)00128-1