Let (Formula presented.) be a Gaussian random vector with a common correlation coefficient (Formula presented.), (Formula presented.), and let (Formula presented.), n � 1. For any given a > 0, define (Formula presented.), (Formula presented.) and (Formula presented.). In this paper, we obtain the limit distributions of (Kn(a)) and (Sn(a)), under the assumption that (Formula presented.) as (Formula presented.) for some (Formula presented.)
Let (Xn)n[epsilon] be a sequence of real, independent, not necessarily identically distributed rando...
AbstractWe proved some almost sure limit theorems for standard strongly dependent Gaussian sequences...
AbstractLet (Xn)nϵN be a sequence of real, independent, not necessarily identically distributed rand...
AbstractLet {Xk, k⩾1} be a multivariate Gaussian sequence, and Mn be the partial maxima, taken compo...
AbstractLet {Xj}j=1∞ be a stationary Gaussian sequence of random vectors with mean zero. We study th...
AbstractLet {Xn} be a stationary Gaussian sequence with E{X0} = 0, {X20} = 1 and E{X0Xn} = rn n Let ...
AbstractIn this paper we study the asymptotic joint behavior of the maximum and the partial sum of a...
In this paper we study the asymptotic joint behavior of the maximum and the partial sum of a multiva...
Abstract We prove some almost sure central limit theorems for the maxima of strongly dependent nonst...
AbstractIn this paper, not only the weak convergence is considered, as in the ASCLT in Theorem 2.3 t...
Abstract. Slepian and Sudakov-Fernique type inequalities, which com-pare expectations of maxima of G...
We derive the limiting distributions of exceedances point processes of randomly scaled weakly depend...
AbstractIn this paper, we prove the almost sure limit theorem of the maxima for a kind of strongly d...
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian ran...
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian ran...
Let (Xn)n[epsilon] be a sequence of real, independent, not necessarily identically distributed rando...
AbstractWe proved some almost sure limit theorems for standard strongly dependent Gaussian sequences...
AbstractLet (Xn)nϵN be a sequence of real, independent, not necessarily identically distributed rand...
AbstractLet {Xk, k⩾1} be a multivariate Gaussian sequence, and Mn be the partial maxima, taken compo...
AbstractLet {Xj}j=1∞ be a stationary Gaussian sequence of random vectors with mean zero. We study th...
AbstractLet {Xn} be a stationary Gaussian sequence with E{X0} = 0, {X20} = 1 and E{X0Xn} = rn n Let ...
AbstractIn this paper we study the asymptotic joint behavior of the maximum and the partial sum of a...
In this paper we study the asymptotic joint behavior of the maximum and the partial sum of a multiva...
Abstract We prove some almost sure central limit theorems for the maxima of strongly dependent nonst...
AbstractIn this paper, not only the weak convergence is considered, as in the ASCLT in Theorem 2.3 t...
Abstract. Slepian and Sudakov-Fernique type inequalities, which com-pare expectations of maxima of G...
We derive the limiting distributions of exceedances point processes of randomly scaled weakly depend...
AbstractIn this paper, we prove the almost sure limit theorem of the maxima for a kind of strongly d...
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian ran...
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian ran...
Let (Xn)n[epsilon] be a sequence of real, independent, not necessarily identically distributed rando...
AbstractWe proved some almost sure limit theorems for standard strongly dependent Gaussian sequences...
AbstractLet (Xn)nϵN be a sequence of real, independent, not necessarily identically distributed rand...