| 非平稳高斯序列最大值与最小值的渐近位置 |
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| 引用本文： | 陈明.非平稳高斯序列最大值与最小值的渐近位置[J].毕节师范高等专科学校学报,2014(8):13-17. |
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| 作者姓名： | 陈明 |
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| 作者单位： | 遵义师范学院数学系,贵州遵义563002 |
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| 基金项目： | 贵州省科学技术项目“奇异椭圆方程的多解研究”阶段性成果,项目编号：黔科合J字LKZS[2012]12号 |
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| 摘 要： | 设{Xi}i=1^∞是标准化非平稳高斯序列,当相关系数rij=EXiYj满足一定条件时,得到了最大值的位置依分布收敛到0,1]上的均匀分布,并且与最大值的高度渐近独立。类似的结果对于最大值与最小值的位置也成立。
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| 关 键 词： | 非平稳高斯序列 位置 最大值 最小值 |
The Asymptotic Locations of the Maximum and Minimum of Non-stationary Gaussian Sequence |
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| CHEN Ming.The Asymptotic Locations of the Maximum and Minimum of Non-stationary Gaussian Sequence[J].Journal of Bijie Teachers College,2014(8):13-17. |
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| Authors: | CHEN Ming |
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| Institution: | CHEN Ming (Dept.of Mathematics, Zunyi Normal College, Zunyi,Guizhou563002, China) |
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| Abstract: | Let {Xi}i=1^∞ be a standardized non-stationary Gaussian sequence and rij be the covariance of Xi and Yj,under some conditions,we get that the normalized first location of the maximum converges to a uniform variables on 0,1] and is asymptotically independent of height of the maximum. The analogous result forthe first location of maximum and minimum is also hold. |
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| Keywords: | Non-stationary Gaussian Sequence Location Maximum Minimum |
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