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Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications

In: Mathematica Slovaca, vol. 69, no. 3
H.m. Barakat - M. A. Abd Elgawad

Details:

Year, pages: 2019, 707 - 720
Keywords:
weak convergence, record values, joint record values, record functions
About article:
In this paper, we study the limit distributions of upper and lower record values of a stationary Gaussian sequence under an equi-correlated set up. Moreover, the class of limit distribution functions (df's) of the joint upper (and the lower) record values of a stationary Gaussian sequence is fully characterized. As an application of this result, the sufficient conditions for the weak convergence of the record quasi-range, record quasi-mid-range, record extremal quasi-quotient and record extremal quasi-product are obtained. Moreover, the classes of the non-degenerate limit df's of these statistics are derived.
How to cite:
ISO 690:
Barakat, H., Elgawad, M. 2019. Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications. In Mathematica Slovaca, vol. 69, no.3, pp. 707-720. 0139-9918. DOI: https://doi.org/10.1515/ms-2017-0259

APA:
Barakat, H., Elgawad, M. (2019). Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications. Mathematica Slovaca, 69(3), 707-720. 0139-9918. DOI: https://doi.org/10.1515/ms-2017-0259
About edition:
Published: 21. 5. 2019