Almost sure limit theorems for a stationary normal sequence

DOI10.1016/j.aml.2006.04.015zbMath1117.60031OpenAlexW2068810289MaRDI QIDQ2371141

Shouquan Chen, Zheng Yan Lin

Publication date: 29 June 2007

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2006.04.015

zbMATH Keywords

maximumalmost sure limit theoremextreme theorystationary normal sequencenormal comparison inequality

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Related Items (8)

Almost sure limit theorem for the order statistics of stationary Gaussian sequences ⋮ Almost sure central limit theorem for the location and height of extreme order statistics and high values ⋮ Almost sure limit theorems for the maxima of stochastic volatility models ⋮ Almost sure central limit theorems for the maxima of Gaussian functions ⋮ Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence ⋮ Almost sure asymptotics for extremes of non-stationary Gaussian random fields ⋮ Almost sure limit theorem for stationary Gaussian random fields ⋮ Almost sure central limit theorem for exceedance point processes of stationary sequences

Cites Work

• On almost sure max-limit theorems
• Some limit theorems in log density
• Extremes and related properties of random sequences and processes
• A normal comparison inequality and its applications
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
• Almost Sure Convergence in Extreme Value Theory
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