DocumentCode
3397162
Title
Almost sure central limit theorem on maxima and minima
Author
Liu Ke ; Ren Xiang ; Jiang Huanjun
Author_Institution
Sch. of Math. & Syst. Sci., Taishan Univ., Taian, China
fYear
2011
fDate
19-22 Aug. 2011
Firstpage
1981
Lastpage
1984
Abstract
We prove an almost sure central limit theorem on maxima and minimal: lim(n → ∞) 1/ log n Σnk=1 1/k(l) (vK <; m K ≤ M K ≤ μK) = e(T+η) a.s. as the Stationary Gaussian sequence with covariance rn under the condition 1/n Σ(k=1) |rk| log l exp {γ|rk|log k } ≪ (log log n)-(1+ε).
Keywords
Gaussian processes; optimisation; almost sure central limit theorem; maxima; minima; stationary Gaussian sequence; Convergence; Covariance matrix; Educational institutions; Lead; Manganese; Random variables; Almost sure central limit theorem; Stationary Gaussian sequence;
fLanguage
English
Publisher
ieee
Conference_Titel
Mechatronic Science, Electric Engineering and Computer (MEC), 2011 International Conference on
Conference_Location
Jilin
Print_ISBN
978-1-61284-719-1
Type
conf
DOI
10.1109/MEC.2011.6025877
Filename
6025877
Link To Document