Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence

DOI10.1007/s10114-012-0001-yzbMath1253.60065OpenAlexW2084895964MaRDI QIDQ1757945

Zhi Chao Weng, Jin Jun Tong, Zuo Xiang Peng

Publication date: 7 November 2012

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-012-0001-y

zbMATH Keywords

order statisticpartial sumsjoint limit distributionmultivariate Gaussian sequencesexceedances point processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

Convergence of exceedance point processes of normal sequences with a seasonal component and its applications ⋮ Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays ⋮ The maxima and sums of multivariate non-stationary Gaussian sequences ⋮ Limit properties of exceedance point processes of strongly dependent normal sequences ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing ⋮ Maxima and sum for discrete and continuous time Gaussian processes

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• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Asymptotic distribution of sum and maximum for Gaussian processes
• Limit Theorems for the Maximum Term in Stationary Sequences

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