Almost sure central limit theorem for exceedance point processes of stationary sequences

DOI10.1214/14-BJPS242zbMath1321.60059OpenAlexW1531222062MaRDI QIDQ2517102

Zhongquan Tan

Publication date: 14 August 2015

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1433983073

zbMATH Keywords

order statisticspoint processesalmost sure central limit theoremstationary sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (4)

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 ⋮ Limit theorems for linear processes generated by ρ-mixing sequence ⋮ Further research on limit theorems for self-normalized sums

Cites Work

• Unnamed Item
• Unnamed Item
• On almost sure max-limit theorems
• Some asymptotic results on extremes of incomplete samples
• Almost sure convergence for non-stationary random sequences
• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• A note on mixing properties of certain associated processes
• Mixing: Properties and examples
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• Almost sure versions of distributional limit theorems for certain order statistics.
• Extremes of a random number of variables from periodic sequences
• Limit laws for extremes of dependent stationary Gaussian arrays
• Almost sure convergence of extreme order statistics
• Almost sure limit theorems for a stationary normal sequence
• Almost sure asymptotics for extremes of non-stationary Gaussian random fields
• Almost sure limit theorem for stationary Gaussian random fields
• An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
• The almost sure central limit theorems for certain order statistics of some stationary Gaussian sequences
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
• Almost Sure Convergence in Extreme Value Theory

This page was built for publication: Almost sure central limit theorem for exceedance point processes of stationary sequences