A NOTE ON THE ASYMPTOTIC INDEPENDENCE OF THE SUM AND MAXIMUM OF STRONGLY MIXING STATIONARY RANDOM-VARIABLES
A NOTE ON THE ASYMPTOTIC INDEPENDENCE OF THE SUM AND MAXIMUM OF STRONGLY MIXING STATIONARY RANDOM-VARIABLES
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DOI：
10.1214/aop/1176988296
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发表时间：
1995-04-01
影响因子：
2.3
通讯作者：
HSING, TL
中科院分区：
文献类型：
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作者：
HSING, TL
结果表明，如果 {X(i)} 是强混频且 Sigma(i=1)(n)X(i) 是渐近高斯分布，则 Sigma(i=1)(n) X(n) 和 max(i=1)(n)X(i) 是渐近独立的。这概括了安德森和土库曼的结果。
It is shown that Sigma(i=1)(n) X(n) and max(i=1)(n)X(i) are asymptotically independent if {X(i)} is strongly mixing and Sigma(i=1)(n)X(i) is asymptotically Gaussian. This generalizes a result of Anderson and Turkman.