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The maxima and sums of multivariate non-stationary Gaussian sequences

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Abstract

Let {X k 1, …, X kp , k ≥ 1} be a p-dimensional standard (zero-means, unit-variances) non-stationary Gaussian vector sequence. In this work, the joint limit distribution of the maxima of {X k 1, …, X kp , k ≥ 1}, the incomplete maxima of those sequences subject to random failure and the partial sums of those sequences are obtained.

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Authors and Affiliations

  1. College of Mathematics, Physics and Information Engineering, Jiaxing University, Jiaxing, 314001, China

    Zhong-quan Tan

  2. School of Mathematics and Statistics, Nanjing Audit University, Nanjing, 210029, China

    Yang Yang

Authors
  1. Zhong-quan Tan
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  2. Yang Yang
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Correspondence to Zhong-quan Tan.

Additional information

Supported by the National Natural Science Foundation of China (11326175, 71471090) and the Zhejiang Natural Science Foundation of China (LQ14A010012).

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Tan, Zq., Yang, Y. The maxima and sums of multivariate non-stationary Gaussian sequences. Appl. Math. J. Chin. Univ. 30, 197–209 (2015). https://doi.org/10.1007/s11766-015-3261-3

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  • DOI: https://doi.org/10.1007/s11766-015-3261-3

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